Quant Interview Practice Questions

Time-Weighted Average Price (TWAP) is a foundational algorithmic trading strategy used to execute large orders by breaking them down into smaller child orders over a specified time window. By distributing the execution evenly across discrete time intervals, quantitative developers can minimize market impact and avoid signaling intentions to other market participants. Task Implement a class TWAPScheduler with a method generate_schedule that computes the execution schedule of child orders. You ar