Hi
I sometimes spend the day close to the screen to spread a largish order, trying to de better than the vwap. And days get very long when trading several markets…
If IB algo orders work fine, those would spare me some work.
Any feedback on those ? Which one works better ? also do they just sent market orders once in a while taking liquidity or place limit orders and add liquidity ?
also with vwap, is there a limit on the number of shares one want to trade compared to the total…