Was it implementation shortfall vs simple logical participation ot was it imp shortfall vs VWAP? I answered as if they were comparing imp shortfall w/ simple logical, but I can’t remember.
vwap vs imp shortfall
Totally screwed it up. Answered as if it were simple logical participation instead of VWAP because that’s what was in my head for algorithmic trading strategies… just lost 50% on that set.
was it vwap and then implementation shortfall…?
Yes… but in selecting my answer for the VWAP, I had simple logical participation running through my head. I knew something was wrong. I actually had the right answer at first based on VWAP by selecting the trade with high volume at the end of the day, and then changed it to another answer that traded evenly through the day because I was thinking of a participation strategy. The imp sf I still think I got right: high urgency, blah blah blah.
hey i also selected the one in VWAP with even volume throughout the day VWAP is a form of simple logical participation stragtegy wherein you trade trhought the day and target to beat th VWAP of the day…i thought that if there wa shigh volume at the end of the day …vwap wont be good as it would changed drastrically at the end of the day etc etc my thoughts…basically i chose the one with low urgency and even volumes throughout the day… am i wrong? pls reply
guys for vwap i chose, low urgeny and even volume for imp./ SF, i chose, high urgency, even volume, lower percentage of the daily voulme i dont know if the two of above will lead me into the correct answers…can someone tell me if it would? (if the company is right, atleast i will get soem marks)… for the first two part of this questions, I chose market order for the first one and prinicipal trade for the second one… can someone please tell me how much of this is right?
any comments please?