Book Image

NumPy: Beginner's Guide

By : Ivan Idris
Book Image

NumPy: Beginner's Guide

By: Ivan Idris

Overview of this book

Table of Contents (21 chapters)
NumPy Beginner's Guide Third Edition
Credits
About the Author
About the Reviewers
www.PacktPub.com
Preface
NumPy Functions' References
Index

Volume Weighted Average Price


Volume Weighted Average Price (VWAP) is a very important quantity in finance. It represents an average price for a financial asset (see https://www.khanacademy.org/math/probability/descriptive-statistics/old-stats-videos/v/statistics-the-average). The higher the volume, the more significant a price move typically is. VWAP is often used in algorithmic trading and is calculated using volume values as weights.