VWAP and Anti-VWAP are part of a series of speculative productions explicitly utilizing the infrastructure supporting exhibitions, such as staff, funding, and administrative support, to develop algorithmic trading models.

For these works, sociologist Donald MacKenzie teamed up with anthropologist and former equity fund manager Philip Grant to develop two complementary trading strategies. Each strategy has been algorithmically implemented by an anonymous computer scientist and are tested within the framework of two different exhibitions.

Leading up to the opening of each exhibition, local playwrights have been commissioned to write speculative scenes for the gallery interpreting the dramaturgy of the respective trading strategies. In the exhibition, their scripts are publicly rehearsed for as long as the trading budget lasts. The financial speculation and the theatrical rehearsals both begin on the day of the opening.

VWAP (2013) was exhibited at CCA Derry~Londonderry, with a script titled The Queen’s Shilling by playwright James McAleavey, rehearsed by actor Eleanor Methven.

Anti-VWAP (2013) was exhibited at Collective in Edinburgh, with a script titled Momentum by playwright Rob Drummond, rehearsed by actor Mark Jeary.

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Further reading:

Download Script: ”Momentum” by Rob Drummond

Grant, Philip. ”Too Real an Unreality: Financial Markets as Occult”, e-flux journal, issue #62, February 2015

Reviews:

Davis, Jaime Marie. ”Goldin+Senneby: Anti-VWAP”, this is tomorrow, January 9, 2014

Laia, João. ”Goldin+Senneby”, Frieze, Issue 157, September 2013