VWAP

From Open Risk Manual
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Definition

VWAP. Volume Weighted Average Price determined by multiplying each trade by its volume then dividing by the volume for the day. MDDL


Disclaimer

This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.

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