Category:Volume Weighted Average Price (VWAP)

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The security is cashed out according to its average price weighted by transaction volume in X days prior to its expiration date. This method is used mostly in idea / opinion markets, when there is no absolute truth that can be used as a reference for cashing out the market.

Pages in category "Volume Weighted Average Price (VWAP)"

The following 3 pages are in this category, out of 3 total.

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