Tag: TWAP

  • All About Time-Weighted Average Price (TWAP)

    TWAP or Time-Weighted Average Price is commonly used as an order execution strategy to perform huge trades. It is done by breaking the trades into equal parts to minimize signaling and slippage. If you want to know more about TWAP, read on. What is Time-Weighted Average Price (TWAP) TWAP is a calculation that determines the…