Regreassion to the Meme

Joe Doaks · Oct 5, 2012

Quote from CT10Gov:

So it's sum(P[t] * V[t])/sum(P[t]) ?

Before I say anything else, let's first have you agree on that, least you then slip away and say that it's something else.

Allowing for some care in how you sample the series for accuracy, yes. Just turns VWAP on its ear.

CT10Gov · Oct 5, 2012

So, to be more precise, it's just VWAP x A, where

A = (sum of volume for the day) / (sum of prices for the day)

Am I right so far?

Quote from Joe Doaks:

Allowing for some care in how you sample the series for accuracy, yes. Just turns VWAP on its ear.

Joe Doaks · Oct 5, 2012

Quote from ammo:

then there's alway's the " means by a no means chart"

Never seed that before. Thanks. I was home schooled on Bible studies.

Joe Doaks · Oct 5, 2012

Quote from CT10Gov:

So, to be more precise, it's just VWAP x A, where

A = (sum of volume for the day) / (sum of prices for the day)

Am I right so far?

Damn! Now I have to go simplifry my code!

CT10Gov · Oct 5, 2012

Why does a mathematical identity elicit such sarcasm?

Quote from Joe Doaks:

Damn! Now I have to go simplifry my code!

ammo · Oct 5, 2012

Quote from CT10Gov:

since the majority of people on ET appear to not have gone to college).

for us dummies the formula for the means by a no means chart is follow the market from nip to cleave to ledge to cleave to nip,these are single days side by side with a cumulative 10 day on the right,we dropped to the 53 cleave on that chart and stalled ,if the drop continues , 50 would be the next target,if she can hold the stall, then return to the 55 nip above,if today was a top , then the widest spot on the cumalative ,38 would be the nearest target for buyers to step in ,the scales and sizes obviously change with larger timeframes

Joe Doaks · Oct 5, 2012

Quote from CT10Gov:

Why does a mathematical identity elicit such sarcasm?

Because now I have to go chart "A." Thanks. That may have been what I was looking for.

nkhoi · Oct 5, 2012

meme sighting
Meme

CT10Gov · Oct 5, 2012

Wait... you are saying you never considered the relationship between your PWAV and VWAP until I pointed it out (on way to my next point)?

Quote from Joe Doaks:

Because now I have to go chart "A." Thanks. That may have been what I was looking for.

Joe Doaks · Oct 5, 2012

Quote from CT10Gov:

Wait... you are saying you never considered the relationship between your PWAV and VWAP until I pointed it out (on way to my next point)?

I hacked it out quickly from my VWAP codelet, so I knew. What I did not consider is that your "A" is what I was looking for, a direct measure of Volume Inefficiency. What ET craves above all else is novel bullshit.

Regreassion to the Meme

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