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Algorithmic Trading
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VWAP trading
K. C. / N/A 20 Dec 2005 10:06AM ETHi All,
Just want to see what is the correct way to instruct the sell-side to perform a VWAP trade, by using the tag 847 (TargetStrategy) or the tag 18 (ExecInst with a value of W)? And what are the differents between using both?
Thanks
VWAP trading K. C. / N/A 20 Dec 2005 10:06AM ET
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