A trading algorithm on volume-weighted average price (VWAP). It is one of the most popular trading algorithms whereby a trader...

It stands for volume-weighted average price. It is the ratio of the value of securities traded to the total volume...

A volume-weighted average price (VWAP) is a proxy for fair market value. It is given by: VWAP PnLbp = -1...

A close substitute for volume-weighted average price (VWAP) that is usually used in markets where tick-level data are unpublished or...

The ratio of the value of securities traded to the total volume traded over a given period of time (usually...

A trading algorithm that is used by electronic traders to target a specific order execution volume in line with the...

A ratio that relates the implied volatility of a security to its recent historical volatility: Volatility ratio = implied volatility...

An idiomatic term for a market holiday- that is, where all market activity comes to a halt for a day...

An idiomatic term for a market holiday- that is, where all market activity comes to a halt for a day...