Posted by DigiNomad on 13th of May 2024 at 04:14 pm
VWAP - maybe stupid question, but aren't 100% of VWAP's
"anchored"? People throw out VWAP and anchored VWAP like they
are different things....but how is the math for VWAP possible
without an anchor somewhere in time?
VWAP - maybe stupid question,
Posted by DigiNomad on 13th of May 2024 at 04:14 pm
VWAP - maybe stupid question, but aren't 100% of VWAP's "anchored"? People throw out VWAP and anchored VWAP like they are different things....but how is the math for VWAP possible without an anchor somewhere in time?
VWAP is static and resets
Posted by mkwalsh on 13th of May 2024 at 05:58 pm
VWAP is static and resets daily. An "anchored" VWAP is dynamic and can be recalculated from any point in time you choose (the anchor).