VWAP. A measure of the price at which the majority of a given day's trading in a given security took place. Calculated by taking the weighted average of the prices of each trade. The method is used by institutional traders, who often break a given trade into multiple transactions.
Related information about Volume Weighted Average Price:
- Volume-weighted average price - Wikipedia, the free encyclopedia
In finance, volume-weighted average price (VWAP) is the ratio of the value traded to total volume traded over a particular time horizon (usually one day). It is a ...
- Volume Weighted Average Price (VWAP) Definition | Investopedia
A trading benchmark used especially in pension plans. VWAP is calculated by adding up the dollars traded for every transaction (price multiplied by number of ...
- Volume Weighted Average Price (VWAP) - ChartSchool - Stock Charts
Volume-Weighted Average Price (VWAP) is exactly what it sounds like: the average price weighted by volume. VWAP equals the dollar value of all trading ...
- Volume Weighted Average Price (VWAP) Algorithm - CodeProject
Jan 4, 2006 ... Calculates Volume Weighted Average Price for Financial Time series.; Author: AndrewPeters; Updated: 11 Jan 2006; Section: Algorithms ...
- Volume Weighted Average Price - VWAP - YouTube
Jul 11, 2011 ... This video explains the VWAP or Volume Weighted Average Price, and how to use it to make better trades. Visit http://www.exactrades.com for ...
- VOLUME WEIGHTED AVERAGE PRICE - Northern Trust
change, Volume Weighted Average Price (VWAP) has been gaining in popularity to measure equity executions. VWAP represents the average price of a security ...
- Guaranteed VWAP (Volume Weighted Average Price) Orders
To assist customers in reducing execution risk, IB supports guaranteed VWAPs for large cap stocks. The VWAP for a stock is calculated by adding the dollars ...
- Volume Weighted Average Price (VWAP)
If a future (or other security, commodity or stock) trades to a high price of 1010 and a low price of 1000 during the day and also trades at all other prices in ...