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Anchored #TWAP

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Time-Weighted Average Price (TWAP) is an algorithmic trading strategy that executes large orders in smaller, equally sized, and evenly timed increments over a specific period. It calculates the average price of an asset over time, minimizing market impact and avoiding price manipulation. It is ideal for executing large orders without significantly affecting the market price, often used to achieve an average price over a day or a specific session.

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