BOOKMAP Masterclass: Profitable Trading with LOB and Bookmap

By wtl

Profitable Trading with LOB and Bookmap   Nowadays liquidity is a buzzword in trading. Many trading software providers use liquidity as a selling proposition and a promise for successful trading. Bookmap Education Is Liquidity Reliable? Liquidity answers questions like: Which price level has the most limit orders? BUT – liquidity does not answer questions like: Is…

VWAP in Daily Trading

By wtl

According to Wikipedia’s definition, In finance, volume-weighted average price (VWAP) is the ratio of the value traded to total volume traded over a particular time horizon (usually one day). It is a measure of the average price a financial instrument such as stock or futures traded at over the trading horizon. Why is important With VWAP benchmarks, a trader or an algorithm models…