What is TWAP execution?
TWAP is the simplest execution algorithm that reduces market impact.
How it works
Divide order quantity by N slices, place one slice every interval, average fill ≈ TWAP.
Smartbull adaptive TWAP
Phase 76 learns per-symbol slippage and adjusts slice size dynamically. Multi-venue split via SOR at $5k+ notional.
See it in the live engine:
Related
What is walk-forward validation in crypto trading?What is a drawdown brake?What is the Sharpe ratio?What is non-custodial crypto trading?What is a meta-portfolio strategy?What is VPIN order-flow toxicity?What is funding-rate carry?What is a market regime classifier?How should you size crypto positions?What is the Kelly criterion?