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アイスバーグ注文TWAP戦略
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Created: 2025-12-13 21:33:00
Last modified:
7 months ago
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アイスバーグ注文/TWAP戦略
大口注文を複数の小口注文に分割して段階的に実行し、市場インパクトコストを低減します。
主な特徴:
アイスバーグ注文:ランダムな間隔で実行、より隠密性が高い
TWAP:時間加重平均価格、均等に実行
注文量/間隔をランダム化し、検知を防止
価格保護、制限超過時に自動停止
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