Time-Weighted Average Price (TWAP)
Time waited average rate ( TWAP) aik tijarti algorithm hai jis ka maqsad aik muqarara muddat ke douran order ko chhootey chhootey tukron mein taqseem karkay aur baqaida waqfon par un par amal daraamad karna hai. Twap ka maqsad market par barray order ke asraat ko kam karna aur aik ost execution price haasil karna hai jo buying and selling ki muddat mein ost qeemat ke jitna mumkin ho qareeb ho .
TWAP tijarti muddat ko masawi waqt ke waqfon ( jaisay 5, 10, ya 15 minute ) mein taqseem karkay aur phir har waqfa ke douran asasa ki ost qeemat ka hisaab laga kar kaam karta hai. Phir algorithm har waqfa ki ost qeemat par chhootey tukron mein order ko injaam deta hai .
Misaal ke tor par, hum kehte hain ke aik sarmaya vehicle 10 minute ke waqfon ke sath twap algorithem ka istemaal karte hue 2 ghantay ki tijarti muddat mein xyz inventory ke 10, 000 hasas khareedna chahta hai. Set of rules 2 ghantay ki muddat ko 10 minute ke 12 waqfon mein taqseem kere ga, aur phir har waqfay ke douran xyz stock ki ost qeemat ka hisaab lagaye ga. Is ke baad yeh har waqfa ki ost qeemat par 10, 000 hasas ka aik hissa khareeday ga .
Waqt ke sath order par amal daraamad karte hue, aik sath nahi, twap set of rules ka maqsad marketplace ke barray asraat se bachna hai jo asasa ki qeemat ko barha satke hain. Maqsad aik ost execution qeemat haasil karna hai jo buying and selling ki muddat mein ost qeemat ke jitna mumkin ho qareeb ho, is terhan lain deen ki majmoi laagat ko kam se kam kya jaye .
Importance of TWAP In Trading
TWAP buying and selling mein ahem hai kyunkay yeh taajiron ko tijarat kiye jane walay asasa ki market ki qeemat ko numaya tor par mutasir kiye baghair barray order karne ki ijazat deta hai. Barray orders market mein talabb aur rasad ke tawazun par numaya assar daal satke hain, jis ki wajah se asasa ki qeemat tajir ke khilaaf ho jati hai. Yeh ziyada lain deen ki laagat aur kam munafe ki qayadat kar sakta hai .
TWAP algoritm ka istemaal karte hue, tajir waqt ke sath sath chhootey chhootey tukron mein order ko injaam day kar market ke is assar se bach satke hain. Yeh inhen aik ost execution qeemat haasil karne ki ijazat deta hai jo buying and selling ki muddat ke douran marketplace ki ost ke qareeb hai, bajaye is ke ke barri order se numaya tor par mutasir honay wali qeemat .
Kam likoyditi ya ziyada utaar charhao wali marketon mein twap khaas tor par ahem hai, jahan barray orders marketplace ki qeemat par ziyada assar daal satke hain. Twap algorithm ka istemaal karte hue, tajir –apne amal-dar-aamad ke khatray ko muaser tareeqay se munazzam kar satke hain aur lain deen ki majmoi laagat ko kam kar satke hain. Is se taajiron ko un ke amal-dar-aamad ke khatray ko munazzam karne mein bhi madad mil sakti hai, kyunkay woh set of rules ko mukhtalif waqfon par tijarat ke liye modify kar satke hain ya agar zaroori ho to order ke hajam ko regulate kar satke hain .
Time waited average rate ( TWAP) aik tijarti algorithm hai jis ka maqsad aik muqarara muddat ke douran order ko chhootey chhootey tukron mein taqseem karkay aur baqaida waqfon par un par amal daraamad karna hai. Twap ka maqsad market par barray order ke asraat ko kam karna aur aik ost execution price haasil karna hai jo buying and selling ki muddat mein ost qeemat ke jitna mumkin ho qareeb ho .
TWAP tijarti muddat ko masawi waqt ke waqfon ( jaisay 5, 10, ya 15 minute ) mein taqseem karkay aur phir har waqfa ke douran asasa ki ost qeemat ka hisaab laga kar kaam karta hai. Phir algorithm har waqfa ki ost qeemat par chhootey tukron mein order ko injaam deta hai .
Misaal ke tor par, hum kehte hain ke aik sarmaya vehicle 10 minute ke waqfon ke sath twap algorithem ka istemaal karte hue 2 ghantay ki tijarti muddat mein xyz inventory ke 10, 000 hasas khareedna chahta hai. Set of rules 2 ghantay ki muddat ko 10 minute ke 12 waqfon mein taqseem kere ga, aur phir har waqfay ke douran xyz stock ki ost qeemat ka hisaab lagaye ga. Is ke baad yeh har waqfa ki ost qeemat par 10, 000 hasas ka aik hissa khareeday ga .
Waqt ke sath order par amal daraamad karte hue, aik sath nahi, twap set of rules ka maqsad marketplace ke barray asraat se bachna hai jo asasa ki qeemat ko barha satke hain. Maqsad aik ost execution qeemat haasil karna hai jo buying and selling ki muddat mein ost qeemat ke jitna mumkin ho qareeb ho, is terhan lain deen ki majmoi laagat ko kam se kam kya jaye .
Importance of TWAP In Trading
TWAP buying and selling mein ahem hai kyunkay yeh taajiron ko tijarat kiye jane walay asasa ki market ki qeemat ko numaya tor par mutasir kiye baghair barray order karne ki ijazat deta hai. Barray orders market mein talabb aur rasad ke tawazun par numaya assar daal satke hain, jis ki wajah se asasa ki qeemat tajir ke khilaaf ho jati hai. Yeh ziyada lain deen ki laagat aur kam munafe ki qayadat kar sakta hai .
TWAP algoritm ka istemaal karte hue, tajir waqt ke sath sath chhootey chhootey tukron mein order ko injaam day kar market ke is assar se bach satke hain. Yeh inhen aik ost execution qeemat haasil karne ki ijazat deta hai jo buying and selling ki muddat ke douran marketplace ki ost ke qareeb hai, bajaye is ke ke barri order se numaya tor par mutasir honay wali qeemat .
Kam likoyditi ya ziyada utaar charhao wali marketon mein twap khaas tor par ahem hai, jahan barray orders marketplace ki qeemat par ziyada assar daal satke hain. Twap algorithm ka istemaal karte hue, tajir –apne amal-dar-aamad ke khatray ko muaser tareeqay se munazzam kar satke hain aur lain deen ki majmoi laagat ko kam kar satke hain. Is se taajiron ko un ke amal-dar-aamad ke khatray ko munazzam karne mein bhi madad mil sakti hai, kyunkay woh set of rules ko mukhtalif waqfon par tijarat ke liye modify kar satke hain ya agar zaroori ho to order ke hajam ko regulate kar satke hain .