[Verse 1] When trading algorithms need a compass true VWAP weighs each price by volume's clue Heavy trades pull harder on the scale Light whispers barely tip the trailing tail Calculate the running average thread Where price meets quantity overhead [Chorus] V-W-A-P, volume leads the way T-W-A-P, time slices through the day Benchmark execution, measure what you've done Split your giant orders, piece by piece until you're done VWAP when liquidity matters most TWAP when stealth becomes your boast [Verse 2] Time weighted takes a different route instead Equal intervals, no volume in your head Every minute counts the same exact weight Whether markets roar or barely fluctuate Steady rhythm, mechanical and clean Smoothest execution algorithm scene [Chorus] V-W-A-P, volume leads the way T-W-A-P, time slices through the day Benchmark execution, measure what you've done Split your giant orders, piece by piece until you're done VWAP when liquidity matters most TWAP when stealth becomes your boast [Bridge] Market impact crushing when you slam Break it down, strategic diagram VWAP seeks the natural ebb and flow TWAP spreads evenly, high to low Institutional wisdom, slice and dice Execute efficiently, minimize price [Verse 3] Choose your weapon based on what you face Volatile securities need VWAP's grace Steady markets suit the TWAP design Both beat naive trading every time Measurement and strategy combined Leave market timing games behind [Outro] Volume weighted, time weighted smart Execution algorithms, science not art Benchmark performance, track your skill VWAP and TWAP bend markets to your will
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