SSRNTrading, Microstructure & Execution
Volume Weighted Average Price (VWAP) The Holy Grail for Day Trading Systems
The article introduces a day trading strategy based on Volume Weighted Average Price (VWAP) that can identify market imbalances, resulting in a 671% return on a $25,000 investment.
Featured in No. 26 on 15 Nov 2023 · 2 days after release · 6 citations today
- Released
- 13 Nov 2023
- First featured
- No. 26 · 15 Nov 2023
- Citations (Semantic Scholar)
- 6
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 1,355
- Identifier
- SSRN 4631351
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).