Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Volume-weighted average price, or VWAP, is the average price of a security throughout the trading day using both price and volume as variables. VWAP is a data point used in the technical analysis of ...

We propose a new procedure for providing confidence-interval estimators of the mean of a covariance-stationary process. The procedure, a modification of the method of batch means, is an improvement ...

Time-weighted average price is an algorithmic trading strategy that aims to reduce price volatility and improve liquidity during the trading process. Time-weighted average price is an algorithmic ...

In your school life, you have learned about average and the method to calculate it. The formula to calculate the average is very simple. You just have to add all the values in the given data and ...

(1) The Behrens-Fisher and Welch solutions of the two-means problem are compared, and the former shown to be lacking in sensitivity. (2) Yates's and the author's tests for a weighted means are ...