Track 05

Run in order4 cases · 2h 30m · Intermediate to advanced

Execution

One large order and a benchmark. The market gets thinner and the deadline tighter from case to case.

The arc

  1. 1

    AT1v VWAP Strategies (variable)

    A VWAP target in a liquid market.

    60 min
  2. 2

    AT1 VWAP Strategies

    The same target, judged against the session.

    30 min
  3. 3

    LT2 Orders in Illiquid Markets

    Orders in a market too thin to absorb them.

    30 min
  4. 4

    AT2 Price Impact

    A deadline, and a thin book.

    30 min