What does time-weighted average price mean?
Definitions for time-weighted average price
time-weight·ed av·er·age price
This dictionary definitions page includes all the possible meanings, example usage and translations of the word time-weighted average price.
Wikidata
Time-weighted average price
In finance, time-weighted average price is the average price of a security over a specified time. TWAP is also sometimes used to describe a TWAP card, that is a strategy that will attempt to execute an order and achieve the TWAP or better. A TWAP strategy underpins more sophisticated ways of buying and selling than simply executing orders en masse: for example, dumping a huge number of shares in one block is likely to affect market perceptions, with an adverse effect on the price. High-volume traders use TWAP to execute their orders over a specific time so they trade to keep the price close to that which reflects the true market price. TWAP orders are a strategy of executing trades evenly over a specified time period. Volume-weighted average price balances execution with volume. Often, a VWAP trade will buy or sell 40% of a trade in the first half of the day and then the other 60% in the second half of the day. A TWAP trade would most likely execute an even 50/50 volume in the first and second half of the day.
Numerology
Chaldean Numerology
The numerical value of time-weighted average price in Chaldean Numerology is: 8
Pythagorean Numerology
The numerical value of time-weighted average price in Pythagorean Numerology is: 4
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"time-weighted average price." Definitions.net. STANDS4 LLC, 2024. Web. 24 Apr. 2024. <https://www.definitions.net/definition/time-weighted+average+price>.
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