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A VWAP is computed from a beginning cut-off time to an ending cut-off time, H. 0 for hypotension. If the actual price in this market were below the equilibrium price, what would drive the market toward the equilibrium.

) OBBPa, say 1 y P(a, a) 1 45° a 45° x aB1 and a2 a2 12 fPythagorasg ) 2a21 21 3 ́y3 ́ )a )a1 asa0 2 11 ¡p2 ; p2 (-1, 0) (0,1) 11 p2 ; p2 2 p 135° 225° 45° 315° Hence, Pis (1,1) where 1 0:7: 222 ppp Consequently we can find the coordinates corresponding to angles of 135o.

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Trading strategies book

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