Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

In today’s complex and low-latency electronic futures trading marketplace, achieving optimal execution performance with a Volume-Weighted-Averaged-Price (VWAP) trading strategy has never been more ...

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 ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Guaranteed Volume-Weighted Average Price trades, in the wake of regulators' investigations, are coming under heavy fire by brokerage execs and academics. "We encourage closer scrutiny and examination ...

THE Philippine Stock Exchange, Inc. (PSE) has announced that the value of a volume-weighted average price (VWAP) transaction should be no less than P500,000. In a document dated Feb. 1 posted on its ...

Looking for the best day trading courses? Try Benzinga’s Proprietary Options Trading Service and get SMS & Email alerts. Whether you’re new to day trading or you’ve been trading for years, few things ...

First-of-its-kind, exchange-operated trajectory crossing service for European equities, enabling participants to source and match liquidity based on a standard VWAP methodology Offered through Cboe ...

Asia equity auction volumes are growing. The data shows that closing auction volume has grown from approximately 4% in 2009 to almost 13% in 2014 (Figure 1). In fact, in Q1 2015, both the opening and ...