Looking for VWAP program to match or beat Settlement

Discussion in 'Order Execution' started by msiper, Apr 9, 2013.

  1. msiper



    I am looking for a sound VWAP program to be used within either TT or CQG. Would like to match or beat settlement price. Off-the-shelf already built program is preferred but recognize this isn't a sophisticated strategy so would be interested in someone who could build one quickly as well.