Jump to content
wpicotte

Use of Pre-market VWAP

Recommended Posts

In today's recap, Andrew noted how a couple stocks sold off in pre-market and consequently opened below VWAP. I swear that in past discussions about VWAP, the consensus I gathered from others is to not include pre / post market activity in VWAP (which is a configurable option in DAS). Obviously, Andrew is doing so (a la today's recap).

I am curious what others do. I have not been including pre / post activity in the VWAP calc and doing so really changes the value. What do you do?

Share this post


Link to post
Share on other sites

this question came up in today's trading with $baba.  I don't know if there was a clear consensus.  

Share this post


Link to post
Share on other sites

Create an account or sign in to comment

You need to be a member in order to leave a comment

Create an account

Sign up for a new account in our community. It's easy!

Register a new account

Sign in

Already have an account? Sign in here.

Sign In Now

×
×
  • Create New...

Important Information

We have placed cookies on your device to help make this website better. You can adjust your cookie settings, otherwise we'll assume you're okay to continue.