While the volume-weighted average price (VWAP) algorithm has been a mainstay of the buy-side’s trade execution arsenal for many years, it appears many traders are now turning their backs on an old ...

The VWAP, the trading industry performance yardstick, has many critics. And rightfully so – it is used not because it is the best measuring rod, but simply because it is the easiest way to gauge a ...

VWAP, or volume-weighted average price, is a technical analysis tool used primarily on intraday charts. It provides a benchmark for the average price a security has traded at during the day, taking ...