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VWAP

   Also found in: Financial, Wikipedia 0.02 sec.
AcronymDefinition
VWAPVolume Weighted Average Price (stock market)
VWAPVictim/Witness Assistance Program (criminal justice)


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Other key features of EdgeTrade's agency-only algorithmic trading service include a growing roster of benchmark strategies: VWAP, TWAP, Liquidity Paced, Volume Tracker and 10b-18 (corporate buyback).
These include scheduling algorithms, such as Wizard, Global VWAP or Volume Participation; investment strategy-specific algorithms for pairs trading and risk arbitrage; and intelligent access algorithms, such as BlockPeg(SM), Cobra and Nighthawk(SM).
Since introducing the end-of-day crossing system, Instinet has developed its VWAP Cross, which matches orders before the market open and later executes at that day's volume weighted average price, and its IDX(SM) (Intraday Cross), which matches orders three times each day at market mid-spread prices.
 
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