Details about VWAP?

Discussion in 'Order Execution' started by mizhael, Jul 16, 2010.

  1. Anybody please point me to the details of VWAP.

    I know the general idea. but how do you really work VWAP operationally,

    with market order or limit order?

    Any pointers to indepth reading would be greatly appreciated!

    Thank you!
  2. two computers shake hands.

    One computer says I will buy stock at the volume weighted average price.

    The other computer says I will sell stock at the volume weighted average price.

    then at the end of the day they compare notes.

    and the trade is concluded.

    I think thats how it works.
  3. the noob leading the blind
  4. Must be nice getting other people to do your work for you.

    When are you going to figure out that you are inept?

    You are so inept that you can't even find the specification for VWAP, one of the simple trading algorithms.

    Do you even have the slightest clue that there are multiple algorithms that beat VWAP? I assume not, since you can't even figure out how to do VWAP.

    If you really want to do something you are going to have to start paying people for their knowledge and work.