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Volume Weighted Average Price (VWAP) Algorithm

, 11 Jan 2006
Calculates Volume Weighted Average Price for Financial Time series.
vwap.zip
VWAP
bin
VWAP.csproj.user
Executable
AxInterop.STOCKCHARTXLib.dll
EURO.CSV
Interop.STOCKCHARTXLib.dll
StockChartX.ocx
TestVWAP.exe
VWAP.dll
TestVWAP
App.ico
bin
TestVWAP.csproj.user
vwap1.bmp
vwap1.gif

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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.

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