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Non-Tech : Ashton Technology (ASTN)
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To: Libbyt who wrote (3529)6/25/2000 8:01:00 AM
From: Rob W  Read Replies (1) of 4443
 
Interesting article. For the longest time, the critics here have argued that there is no interest in vwap trading, and in that article, they indicate that vwap trading is such a good deal that everybody will want it.

I wonder what the basis is for the statement indicating that time-slicing vwap accounts for 15% of the market and could rise to 20%. Hope it is true, as evwap offers substantial savings over time slicing.

When you timeslice, if you are a seller, wouldn't your VWAP mainly be composed of the average of all bid prices that were executed, and if a buyer, be composed of ask prices. Under eVWAP, the spread is effectively eliminated and those savings are passed back to the client. Plus, in those systems, your own trade should work against you.

Looks like next quarter we'll have much better information to judge whether ASTN is real deal or not.

Does anybody have any IPO pricing info on Gomez?

Cheers
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