vwap 公式_【IB交易者词汇】交易量加权平均价格（VWAP )-CSDN博客

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VWAP是衡量证券交易平均价格的指标，通过将一天内交易的总金额除以股票交易量计算得出。交易者用它来评估交易效果，若交易价格优于VWAP，则认为交易成功。

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原标题：【IB交易者词汇】交易量加权平均价格(VWAP )

交易量加权平均价格简称VWAP，这个公式衡量一个交易日内某个证券交易的平均价格。交易者和投资者通常将他们交易证券的价格和证券的VWAP进行比较来衡量他们自己的交易是否成功，如果他们交易证券的价格比VWAP更好，就会被认为是一个成功的交易。

证券的交易量加权平均价格的计算方法是将一个交易日内的某个证券交易的总金额(美元交易量)除以同一天证券交易的股票总数(股票交易量)。

VWAP =美元交易量/股票交易量

上述公式中，美元交易量是指股票数量乘以每笔交易的股价，然后加上全天所有交易的总和。

股票交易量=当天交易的股票总数。

Abbreviated as VWAP, this formula measures the average price at which a security was traded on a given day. Traders and investors typically measure their own trading success by comparing the price at which they traded a security to the security's VWAP, considering their trading a success if they traded a security at a better price than its VWAP.

A security's volume weighted average price is calculated by dividing the total dollar amount traded on a security for a given day (dollar volume) by the total number of shares traded during the same day (share volume).

VWAP = Dollar Volume / Share Volume

Where

Dollar Volume is the number of shares multiplied by the share price of each trade, and then adding the total sum of all the trades on a given day.

Share volume = the total number of shares traded on the given day.返回搜狐，查看更多

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