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analysis · intermediate

TWAP

Time-Weighted Average Price strategies slice an order evenly across time regardless of volume spikes.

TWAP is simpler than VWAP because it ignores intraday volume distribution.

It can underperform when most liquidity arrives in a short burst away from the schedule.

Brokers offer TWAP algos on Indian cash and F&O markets for larger tickets.

TWAP suits traders who want predictable participation rather than volume matching.

Part of the Market Pulse Term of the Day series — factual market vocabulary, not investment advice.