Algo trading

I developed an eTrading platform routing client FIX flow to the firm’s Algorithmic Trading platform.

The platform was used by traders send orders to the market based on a particular strategy (e.g VWAP).

VWAP stands for Volume-Weighted Average Price. It is a technical analysis indicator that is used to measure the average price of a security over a given period of time, taking into account the volume of trades.

The VWAP is calculated by adding up the dollar value of all trades for a security and then dividing by the total volume of trades. The VWAP is typically calculated over a period of one day, but it can also be calculated over shorter or longer periods of time.