Working an order in the market
Hi,
I've got a simple question about equities trading. When you receive a client order, you may work it in the market as a % of volume. For example, you may work a 1,000,000 shares order for Vodafone at 20% of the volume from 12:00PM on Monday.
If I wanted to calculate the theoretical VWAP for that, how would I do it?
Please let me know if my question is not clear.
would also be interested in hearing this
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