Atlasi ya maarifa
Tunageuza ukurasa.
Tunaandaa sura inayofuata…
Psst… soma kwa namna yako.
Fonti na mandhari ziko kwenye Mwonekano. Macho yako pia yana chaguo.
Tunaandaa sura inayofuata…
Time-weighted average price. An execution style that slices an order across time to reduce impact.
Tunakagua uwezo wa kivinjari kusoma kwa sauti…
Somo hili linapatikana kwa Kiingereza kwa sasa. Kiolesura kinatumia lugha uliyochagua.
Soma asili ya Kiingereza →In finance, time-weighted average price (TWAP) is the average price of a security over a specified time.
TWAP is also sometimes used to describe a TWAP card, that is a strategy that will attempt to execute an order and achieve the TWAP or better. A TWAP strategy underpins more sophisticated ways of buying and selling than simply executing orders en masse: for example, dumping a huge number of shares in one block is likely to affect market perceptions, with an adverse effect on the price.
A TWAP strategy is often used to minimize a large order's impact on the market and result in price improvement. High-volume traders use TWAP to execute their orders over a specific time, so they trade to keep the price close to that which reflects the true market price. TWAP orders are a strategy of executing trades evenly over a specified time period. Volume-weighted average price (VWAP) balances execution with volume. Regularly, a VWAP trade will buy or sell 40% of a trade in the first half of the day and then the other 60% in the second half of the day.
A TWAP trade would most likely execute an even 50/50 volume in the first and second half of the day.
Imechaguliwa na kupangwa upya kutoka Time-weighted average price, na wachangiaji wake, chini ya CC BY-SA 4.0. Toleo 1362016836. Sehemu na mpangilio vimefupishwa; toleo lililounganishwa lina muktadha mzima na historia ya wachangiaji. Maandishi haya yanabaki chini ya leseni hiyo hiyo. Viungo vya ziada vya marejeo vimechukuliwa kutoka toleo hilo na havijakaguliwa kwa kujitegemea hapa.