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Feeding strategies have a significant impact on growth and water quality in shrimp farming. Feed management also affects shrimp health, survival, and yields. All these factors contribute to production cost-effectiveness and the commercial shrimp industry sustainability. The effect of feeding frequency and two aquafeed cooking processes (extrusion and pelleting) on shrimp performance and water quality parameters was studied under controlled conditions in a 60-day trial with juvenile Litopenaeus vannamei fed once (10:00 h); twice (10:00 h, 12:00 h); four (10:00 h, 12:00 h, 15:00 h, 18:00 h) and six (10:00 h, 12:00 h, 15:00 h, 18:00 h, 21:00 h, 24:00 h) times/day frequencies. No statistical differences (p > 0.05) in growth rate, survival or feed efficiency were observed within pelleted feed treatments at any of the frequencies tested. Growth rate was significantly higher (p < 0.05) with extruded feed when administered once or twice in daylight (10:00–12:00 h). However, at such frequencies, growth was achieved at the cost of water quality and feed conversion ratio. At higher frequencies (six times a day) with extruded diets, the results in water quality suggest a reduction in total ammonia nitrogen and nitrite-nitrogen levels as frequency increased. The outcomes suggest that extruded feed with daylight feeding has the potential to improve growth rate, and an increased frequency could represent a suitable strategy to preserve water quality. The present research is the first to show that the extrusion process improves water quality; thus, extruded feeds could reduce effluent pollution impact and improve shrimp farming sustainability. [ABSTRACT FROM AUTHOR]