medium · Order Flow Analysis footprint-delta
Which characteristic is typical of an institutional TWAP (Time-Weighted Average Price) algorithm as viewed on a cumulative delta chart?
- A flat line near zero, as the algorithm buys and sells simultaneously.
- A jagged line with large spikes following institutional 'sweeps'.
- A smooth, nearly linear rise or fall over an extended period.
- A sudden jump followed by a long period of inactivity.
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