• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering.
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job.
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models.

Calculate Average Entry Price on Grid Order

Nivvii

New Member
I am stuck trying to find the correct way to calculate the average entry price for my grid orders. Let's suppose i have the avg entry target of $367 and i want layer my bids and offers around the current price with spread between each order to achieve that target. How do i incoperate my position volume of x and what calculation do i use?
 
Top