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SBF

@SBF_FTX

·

Aug 30

now defaulting to partially randomized sizes for TWAPs!

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Romano

@RNR_0

·

Aug 30

Isn't the whole point of a TWAP to buy in such a way that it also won't be detected twitter.com/TWAPDetector/s…

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Samuel Lee

@svrnco

·

Aug 30

Replying to

@SBF_FTX

Any chance for a VWAP algo like Interactive Brokers?

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SBF

@SBF_FTX

Replying to

@svrnco

eh we could do -- not sure how much demand there'd be for vwaps if we have twaps?

6:45 PM · Aug 30, 2022·Twitter Web App

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Samuel Lee

@svrnco

·

Aug 30

Replying to

@SBF_FTX

Clients may not fully appreciate it at first, but I think people would start using it with some education, and it would promote FTX's image as customer-centric company. VWAP > TWAP from an execution perspective, too.

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