It stands for volume-weighted average price algo; an algo (algorithm) that allows users of electronic trading to participate in proportion...

It stands for volume-weighted average price algo; an algo (algorithm) that allows users of electronic trading to participate in proportion...

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

A close substitute for volume-weighted average price (VWAP) that is usually used in markets where tick-level data are unpublished or...

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

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

A form of volume-weighted average price (VWAP) that relates the dollar volume traded to the corresponding volume over the period of...