Asset Services
PM misalignment driving traders to ditch VWAP
By
Georgina Lee
|
8 June 2012
Keywords:
vwap
|
alliance berstein
|
itg
|
barclays
|
algo
|
electronic trading
|
implementation
|
benchmark
Asia buy-side traders are moving away from volume-weighted average price as an algo benchmark to better align interests with portfolio managers.
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