3D Markets Archangel Benchmark Cross

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Archangel Benchmark Cross is a block options-crossing product created by 3D Markets. The product is based on the Gamma Weighted Average Price (GWAP) and the cross provides executions at a benchmark price. The company says the benchmark offers many of the benefits that Volume Weighted Average Price (VWAP) brought to the equity markets.[1]


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References

  1. ↑ 3D Markets - The Block Options Crossing Products. 3D Markets. Retrieved on May 27, 2008.


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