From Wikipedia, the free encyclopedia

technically - VWAP is similar to a moving average, but... It DOESN'T MOVE like the ordinary MA, the periods are usually set at 1 day and don't consider the previous day, the open counts the same as the close, etc.

The use of VWAP is very different than the use in finance of MA (comparing execution cost vs. "predicting" future prices). In short they are different enough to have seperate articles.

NO to merger. Smallbones 12:51, 25 September 2006 (UTC) reply

Strong NO to merge. VWAP is very widely used in automated stock trading - conflating it with moving averages would be misleading. I'm going to remove the tag since there seems to be some consensus. Ronnotel 17:01, 11 October 2006 (UTC) reply

Sigma is not defined

Sigma is not defined in formula. Its not apparent if you're intended to create a summation of price or volume for sigma. — Preceding unsigned comment added by 2605:A601:A0C6:1200:5D59:AE71:31B0:56C2 ( talk) 20:54, 27 May 2021 (UTC) reply

should this open acces paper adder to the reference ?

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=932699 —Preceding unsigned comment added by 62.160.54.162 ( talk) 13:30, 16 January 2009 (UTC) reply

From Wikipedia, the free encyclopedia

technically - VWAP is similar to a moving average, but... It DOESN'T MOVE like the ordinary MA, the periods are usually set at 1 day and don't consider the previous day, the open counts the same as the close, etc.

The use of VWAP is very different than the use in finance of MA (comparing execution cost vs. "predicting" future prices). In short they are different enough to have seperate articles.

NO to merger. Smallbones 12:51, 25 September 2006 (UTC) reply

Strong NO to merge. VWAP is very widely used in automated stock trading - conflating it with moving averages would be misleading. I'm going to remove the tag since there seems to be some consensus. Ronnotel 17:01, 11 October 2006 (UTC) reply

Sigma is not defined

Sigma is not defined in formula. Its not apparent if you're intended to create a summation of price or volume for sigma. — Preceding unsigned comment added by 2605:A601:A0C6:1200:5D59:AE71:31B0:56C2 ( talk) 20:54, 27 May 2021 (UTC) reply

should this open acces paper adder to the reference ?

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=932699 —Preceding unsigned comment added by 62.160.54.162 ( talk) 13:30, 16 January 2009 (UTC) reply


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