Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
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?
