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Trading & Technical Analysis

TWAP

Also called: time weighted average price, TWAP algo

TWAP splits an order evenly across a time window regardless of volume, aiming for the simple average price. It's more predictable than VWAP and therefore easier for others to detect, but it's the right choice when volume forecasts are unreliable — in illiquid names or around events where the usual intraday volume pattern won't hold.

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