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Daily VWAP

A form of VWAP (volume-weighted average price) that is calculated based on daily transactions. In other words, it is the...

QQQ

An exchange-traded fund (ETF) that replicates and tracks the NASDAQ index. As such, this ETF allows investors to diversify risks by...

Non-Block VWAP

A form of volume-weighted average price (VWAP) that excludes upstairs or block trades. Consequently, it is very important that a...

OTC

It stands for over the counter; a non-physical market place where a widespread assembly of dealers (market makers) and their...

AHT

It stands for after-hours trading; electronic trading that occurs after the close of the formal trading session. Trading after these...

TWAP Algo

It stands for time-weighted average price algo; an algorithm (algo) that allows users of electronic trading to execute orders based...

TWAP Algorithm

It stands for time-weighted average price algorithm; an algorithm that allows users of electronic trading to execute orders based on...

TWAP

It stands for time-weighted average price; the average price of securities or contracts over a specific period of time. It...

OLTR

An abbreviation for odd-lot trading ratio; the average daily odd-lot trading divided by total market volume for the day. In...

AP Algorithm

It stands for arrival price algorithm; a trading algo (trading algorithm) that is designed to minimize trading costs while achieving...