Exchange Currency

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. 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:
  1. 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 ...
     
  2. 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 ...
     
  3. 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 ...
     
  4. 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 ...
     
  5. VWAP Strategies ANANTH MADHAVAN
    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- ...
     
  6. 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 ...
     
  7. TraderFeed: Using VWAP to Determine the Structure of the Trading ...
    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 ...
     
  8. 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.