
VWAP: Volume weighted average priceTWAP: Time weighted average pricePOV/Volume: These strategies are referred to volume inline, percentage of volume (POV), of participation rate algorithmsArrival Price: The arrival price algorithm has different meanings across different brokers and vendorsImplementation Shortfall: The IS algorithm is like the arrival price algorithm in many waysBasket Algorithms: Basket algorithms also known as portfolio algorithms are algorithms that manage the trade-off between cost and total basket risk based on a user specified…
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