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Question about VWAP trading strategy. It is a two-parter, so please let me know if you have any insights!
1) Volume of security has been observed for two weeks. You implement a VWAP strategy. Half the day is over, and you are only 20% filled on your order. What's your move?
2) Same time the next week now, half the day is done and 80% of the order is filled. What does this mean?
Looking for not necessarily a defined answer, but rather an explanation of the concepts to consider when answering.
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