Support Board
Date/Time: Sun, 19 May 2024 06:11:16 +0000
Post From: VWAP value
[2020-02-27 19:14:13] |
Chap - Posts: 39 |
Hi. Thanks for your answer. I tried as well with the studies you mentioned, and the result was same as ECI VWAP. I think the problem could be in the data. Have you calculated what Es the actual yearly VWAP for CL futures?. I appreciated your help to solve the problem Thanks for your help. |