Description

An overview of algorithmic trading, how it's distinguished from electronic and quantitative trading, and the most commonly used execution algorithms like TWAP, VWAP, and POV.

Learning Objectives


  1. Distinguish algorithmic trading from electronic and quantitative trading.
  2. Recognize the purpose, mechanics and application of VWAP.
  3. Recognize the purpose, mechanics and application of TWAP.
  4. Recognize the purpose, mechanics and application of POV.
  5. Recognize the purpose, mechanics and application of implementation shortfall.