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Our flagship VI4 strategy was designed to excel at outperforming traditional "Average Price" benchmarks. One of its primary objectives, is to constantly come up on the right side of the daily VWAP, with minimal "market impact."

Drawing on years of research and two proprietary technical studies; the "Volatility Indexing" (VI) algorithm and "Directional Bias" (dbias) indicator, our goal was to create a best-of-breed solution for one of the most popular execution strategies in use today.


VI4 case studies:

 Systematically Beating VWAP on Large Canadian Baskets
 Beating VWAP on a large order of DELL stock

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