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
- 160 min
AT1v VWAP Strategies (variable)
A VWAP target in a liquid market.
- 230 min
The same target, judged against the session.
- 330 min
LT2 Orders in Illiquid Markets
Orders in a market too thin to absorb them.
- 430 min
A deadline, and a thin book.