ig.com

VWAP・出来高加重平均取引の定義

VWAPt取引は出来高加重平均取引のことです。VWAPは資産価格と総取引量の比率を示すテクニカル分析のひとつです。VWAPを用いることで、投資家は一定期間に取引された資産の平均価格を測定することができます。 通常、VWAPは年金機構や投資信託会社といった ...
Traders Magazine

Benchmarking For the Bear: A Love and Hate Affair With VWAP

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 ...
Business Line

Unified contract note with single VWAP set to roll out in May

After multiple delays and extensions, stock exchanges are set to roll out a unified contract note system from May. The revised note will carry a single volume-weighted average price (VWAP) per ...