Volume Weighted Average Price. 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 VWAP:
- 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 ...
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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 ...
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32 VWAP STRATEGIES. SPRING 2002. It is common to evaluate the performance of traders by their ability to execute orders at prices better than the volume- ...
- Competitive Algorithms for VWAP and Limit Order Trading
the fund manager at a per-share price tied to the VWAP over some future period ... has led to many automated VWAP trading algorithms — in- deed, every major ...
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Feb 3, 2009 ... A review of an earlier post is in order: a market's volume-weighted average price (VWAP) reflects the average price of transactions through the ...
- What is VWAP? definition and meaning
Definition of VWAP: Volume Weighted Average Price. A measure of the price at which the majority of a given day's trading in a given security took place.