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Volume Participation

A cost-optimization strategy that is used by traders to reduce average costs of trading or a specific trade. This strategy...

Uptick Volume

The trading volume that occurs on upticks. In other words, it refers to the trading volume when stock prices increase,...

Volume-Weighted Average Price

The ratio of the value of securities traded to the total volume traded over a given period of time (usually...

Volume Participation Algorithm

A trading algorithm that is used by electronic traders to target a specific order execution volume in line with the...

VM

It stands for volume momentum; a volume indicator that is calculated by finding the change in volume over a given...

Volume Momentum

A volume indicator that is calculated by finding the change in volume over a given period of time. If t...

Equivolume

A technical analysis tool that charts prices in their relation to volumes. It combines price and volume in a two-dimensional...

Blow-Off Top

A formation (one type of top) that takes place at the end of a sustained bull market run. More specifically,...

Slippage

The difference between the expected fill price and actual fill price of an order/ trade: Slippage = expected fill price...

Full-Day VWAP

A form of volume-weighted average price (VWAP) in which all orders filled over the entire trading day are considered in the...