Aggressive Taker

The Aggressive Taker strategy is designed for traders who prioritize speed and execution urgency over cost efficiency. It follows a VWAP (Volume Weighted Average Price) trajectory but with an aggressive, front-loaded execution profile, driven by an alpha tilt setting of 1. This results in faster fills, with a higher proportion of taker orders to ensure rapid execution.

How It Works

The engine sets alpha tilt to 1, creating a front-loaded execution profile that prioritizes early fills.
While following a VWAP trajectory, the strategy aggressively executes trades, focusing on more taker orders.
This approach sacrifices cost efficiency in favor of minimized opportunity cost and quick execution.

When to Use This Strategy

High Trading Urgency – Ideal when immediate execution is more important than cost efficiency.
Aversion to Opportunity Cost – Best for traders looking to avoid missing price movements due to slow execution.
Markets with Low Taker Fees – Suitable when taker fees are negligible relative to execution speed benefits.

Potential Drawbacks

Higher Market Impact – Aggressive taker behavior can move the market, leading to less favorable fills.
Higher Fees – A higher proportion of taker orders results in increased trading costs.

This strategy is best for traders who need fast execution and market certainty, even if it means paying higher fees and accepting potential market impact.