Click here to Skip to main content
11,643,493 members (68,870 online)
Click here to Skip to main content
Add your own
alternative version

Volume Weighted Average Price (VWAP) Algorithm

, 11 Jan 2006 95.6K 1.2K 76
Calculates Volume Weighted Average Price for Financial Time series.

Revisions


  

Compare Revision Minor Date Status Editor
1 - publicly available No 11-Jan-06 9:52 Available Smitha Vijayan

License

This article has no explicit license attached to it but may contain usage terms in the article text or the download files themselves. If in doubt please contact the author via the discussion board below.

A list of licenses authors might use can be found here

Share

About the Author

AndrewPeters
Web Developer
United States United States
Andrew Peters is a systems developer interested in non-trivial trading systems and financial systems architecture. He is currently focused on realtime, high performance multi-threaded applications running on the server and the desktop.

After a 4 year stint in China learning Mandarin and Tibetan, Andrew returned to the US to learn more about enterprise development and financial markets. While in China, he translated meetings between demure Communist officials and angry American businessmen, served coffee and fetid tofu in his 'BaiSuiFang' Coffee Shop, started Fabrefactum Software and was generally laughed at for his stupid jokes in Chinese.

He currently helps the pricing/analytics team hack on code at Chatham Financial, an interest rate and foreign exchange derivative consulting company.

You may also be interested in...

| Advertise | Privacy | Terms of Use | Mobile
Web04 | 2.8.150731.1 | Last Updated 11 Jan 2006
Article Copyright 2006 by AndrewPeters
Everything else Copyright © CodeProject, 1999-2015
Layout: fixed | fluid