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The VWAP (Volume Weighted Average Price) is one of the most frequently used indicators by traders to analyse the market and optimise their trading strategies. But where did this tool originate and why is it so important in the financial landscape? What are the peculiarities that separate it from AVWAP? In this post we will mainly explore the latter, trying to make it clear how to exploit its potential in both a mean-reverting and momentum market.
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