Options Trading Strategies
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VWAP Strategies - ITG
AUTOMATED VWAP STRATEGY An automated VWAP strategy is best described using a real-world example. Cushing, D., and A. Madhavan, “Stock Returns and Institu-tional Trading at the Close.” Journal of Financial Markets,3 (2000), pp. 45-67. Edwards, M., and W. Wagner. “Best Execution.” ... Access Document
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