hard · Volume Profile Analysis
An institutional 'POV' (Percentage of Volume) algorithm is active in the market.
How does this type of execution signature usually differ from a 'TWAP' execution on a Volume Profile chart?
- POV algos are visible as 'Iceberg' orders on the DOM, whereas TWAP is always 'lit' size.
- TWAP algos create 'Single Prints' because they must finish the trade by a specific time.
- The POV algo will thicken existing High Volume Nodes (HVN) while a TWAP algo might create a 'thin' trend profile.
- POV algos only execute at the bid, leading to a persistent negative CVD regardless of price direction.
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