Most shops call their VWAP-benched algo "VWAP". http://www.thetradenews.com/algo... | Hacker News

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wrong on May 12, 2011 | parent | context | favorite | on: The stock market is controlled by algorithms that ...

Most shops call their VWAP-benched algo "VWAP".

http://www.thetradenews.com/algorithmic-trading

VWAP algos try to beat VWAP over the order's timeframe, which is almost never the entire day.

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