Average price of shares over a specific period of time. Trading strategy used often by high-volume traders which attempts to buy or sell a share when it reaches the Time Weighted Average Price or better.
Related information about time weighted average price:
- Time-weighted average price - Wikipedia, the free encyclopedia
In finance, time-weighted average price (TWAP) is the average price of a security over a specified time. TWAP is also sometimes used to describe a TWAP ...
- Time-Weighted Average Price (TWAP): A New Approach | Analysis ...
The Time-Weighted Average Price (TWAP) is defined as the average price of a security over the course of a specified period of time.
- What is time weighted average price? definition and meaning
Definition of time weighted average price: Average price of shares over a specific period of time. Trading strategy used often by high-volume traders which ...
- Time-Weighted Average Price: A New Approach - YouTube
Feb 22, 2012 ... The Time-Weighted Average Price (TWAP) is defined as the average price of a security over the course of a specified period of time.
- VWAP—Volume Weighted Average Price TWAP—Time Weighted ...
TWAP—Time Weighted Average Price. Participate. Reference/Arrival Price. Slice. Strategy/Pairs Trading. Click on a strategy for details. Algorithmic Trading ...
- Learn Investing
Nov 8, 2005 ... Time Weighted Average Price (TWAP) – is calculated by dividing the sum of all trade prices by the number of total trades. The TWAP aims to ...
- time-weighted average price - Oxford Handbooks Online
Nov 24, 2012 ... Welcome to the newly relaunched Oxford Handbooks Online. The previous Oxford Handbooks Online site will remain available until February ...
- How to Calculate TWAP | eHow.com
In business, the time weighted average price, or TWAP, of a stock is used to find the average price of a stock that fluctuates over a defined period of time.