Sam is a day trader who plans to use VWAP indicator to enhance his day trading performance. He stored the one-minute tra
Posted: Sun May 15, 2022 12:44 pm
Sam is a day trader who plans to use VWAP indicator to enhance
his day trading performance. He stored the one-minute trading data
in a numpy dataframe with the name
DATA_P. The structure of the
dataframe is shown in the table below:
DATA_P
Date
Open
Highest
Lowest
Close
Volume
9.30
79.85
81
78.65
79.9
42,191,984
9.31
79.85
81
78.65
79.9
42,191,984
9.32
80
80
77
79.85
45,300,436
9.33
74.05
76.65
72.75
75
51,884,797
9.34
75.3
75.9
71.55
72.55
50,134,617
d. The moving VWAP (MVWAP) is an indicator for long-term
investment. Compare the moving VWAP and Moving Average in terms of
their similarity and dissimilarity. (4 marks)
his day trading performance. He stored the one-minute trading data
in a numpy dataframe with the name
DATA_P. The structure of the
dataframe is shown in the table below:
DATA_P
Date
Open
Highest
Lowest
Close
Volume
9.30
79.85
81
78.65
79.9
42,191,984
9.31
79.85
81
78.65
79.9
42,191,984
9.32
80
80
77
79.85
45,300,436
9.33
74.05
76.65
72.75
75
51,884,797
9.34
75.3
75.9
71.55
72.55
50,134,617
d. The moving VWAP (MVWAP) is an indicator for long-term
investment. Compare the moving VWAP and Moving Average in terms of
their similarity and dissimilarity. (4 marks)