VWAP Trading Strategy Video Tutorial
Algorithmic Trading Educational & Tutorial Videos
In this algorithmic trading video tutorial, our lead design engineer provides an in depth analysis of the volume weighted average price trading strategy provided to him by a friend. This strategy looks for a gap up, followed by a bearish cross of the VWAP to go short the market. It also looks for gap downs, followed by a bullish cross of the VWAP to provide a long buying opportunity. This trading strategy tutorial is a great look into how a trading algorithm is created. Our designer codes up the strategy using a finite state machine, looks at the performance reports, reviews good and bad trades and shares his findings. He also optimizes various inputs into the trading algorithm to see if any improvements can be made.