Question: How will your hedge fund and pension fund clients react when you report their fills as being better or worse than the daily VWAP? A

How will your hedge fund and pension fund clients react when you report their fills as being better or worse than the daily VWAP?

A simpler execution strategy is called a Time Weighted Average Price TWAP which

involves buying an even number of shares at even intervals (i.e. 5000 shares every 30

seconds). What is the disadvantage of a TWAP vs VWAP order?

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