T toe Jun 11, 2005 #1 Anyone have enough experience with VWAP to estimate what percentage of daily volume can be traded reasonably using VWAP orders? ( no my account is not that big its just a theoretical question )
Anyone have enough experience with VWAP to estimate what percentage of daily volume can be traded reasonably using VWAP orders? ( no my account is not that big its just a theoretical question )
stock777 Jun 11, 2005 #2 Reasonably? I suspect that even 5% of daily volume will probably cost you some slippage. I would tread carefully in illiquid stocks.
Reasonably? I suspect that even 5% of daily volume will probably cost you some slippage. I would tread carefully in illiquid stocks.
stock777 Jun 12, 2005 #4 In the case of high volume stocks, I doubt you will have a problem with size, unless you are trading huge sums.
In the case of high volume stocks, I doubt you will have a problem with size, unless you are trading huge sums.
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