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What is the difference between VWAP, AVWAP, and RVWAP?
I'm hoping someone can help me understand the difference between VWAP, AVWAP, and RVWAP.
I believe I understand what VWAP is...start at a certain time, multiply every share sold X the volume that sold at that price, and divide by total volume.
AVWAP is the same calculation, but you "anchor" the VWAP at a certain time? If this is true, isn't that regular VWAP also an AVWAP because it is anchored to the beginning of the session, week, month etc?
After I posted this I just saw RVWAP for the first time. "Rolling VWAP" is a series of VWAPS anchored at the daily closing price of a particular instrument?
Can you help answer these questions from other members on NexusFi?