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TWAP, VWAP and POV schedules compared on cost and fill.

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Execution Algorithm Suite

A small parent-order schedule comparison for TWAP, VWAP-shaped, and participation-of-volume (POV) execution. The deterministic price path is intentionally synthetic.

Run python3 run.py to write implementation-shortfall, fill-rate, child-order latency, and participation summaries to reports/metrics.json.

Run the smoke test with python3 -m unittest discover -s tests -v. The report images were generated from these metrics by the portfolio's shared screenshot script.

Execution schedule overview

Execution workflow

The schedule comparison is an educational simulation, not measured execution quality or a broker benchmark.

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TWAP, VWAP and POV schedules compared on cost and fill.

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