Is there a ranking of Investment Banks institutional VWAP execution algorithms anywhere (who beats the benchmark price most consistently and by how much)?
Thanks
Asked
Viewed
106 times
1
$\begingroup$
$\endgroup$
-
1$\begingroup$ Do you mean non-VWAP algos ? A VWAP algo is supposed to track the benchmark, not beat it, I wouldn't expect much differences in their implementations. $\endgroup$ – Lliane Oct 27 '17 at 0:58
