[Verse 1] When you're trading lots of shares today Don't just dump them all at once, they say VWAP will help you find the way Volume Weighted Average Price at play Takes the total dollars that were spent Divides by shares, that's what it meant A benchmark showing market's true intent Throughout the day, see where price went [Chorus] VWAP and TWAP, execution's art V-W-A-P shows volume's part T-W-A-P spreads time apart Both strategies will make you smart When to use them, learn by heart VWAP and TWAP, execution's art [Verse 2] TWAP is simpler, splits by time Divide your order, make it rhyme Equal pieces in each time slice No volume weighting, clean and nice If market's thin or you're unsure TWAP's the method that's more pure Steady rhythm, slow and sure Minimizes market's lure [Chorus] VWAP and TWAP, execution's art V-W-A-P shows volume's part T-W-A-P spreads time apart Both strategies will make you smart When to use them, learn by heart VWAP and TWAP, execution's art [Bridge] Large orders need a gentle touch Don't move the market way too much VWAP when volume matters most TWAP when timing is your boast Institutional traders know Which benchmark helps their profits grow [Verse 3] VWAP follows market's natural flow When volume's high, more shares you show When volume's low, you take it slow Mimics how the markets go TWAP ignores the volume game Steady pace remains the same Both reduce your market shame Price improvement is the aim [Chorus] VWAP and TWAP, execution's art V-W-A-P shows volume's part T-W-A-P spreads time apart Both strategies will make you smart When to use them, learn by heart VWAP and TWAP, execution's art [Outro] Choose your benchmark, make your plan Execute like a trading man VWAP and TWAP will help you understand The art of trading, supply and demand
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