Time-weighted average price. The average price of an asset over time.
TWAP is used by traders with high volume, executing the same size trade over and over during a span of time. This is done to not drain liquidity in a single trade. And to not affect market perceptions in a single trade.
TWAP is used by traders with high volume, executing the same size trade over and over during a span of time. This is done to not drain liquidity in a single trade. And to not affect market perceptions in a single trade.
by undertheradar May 20, 2021
by Tom927 March 12, 2010
Andrew: Hey lance!
(Lance Turns Around)
***TWAP***
Patrick: Man Andrew just twapped the shit out of Lance
(Lance Turns Around)
***TWAP***
Patrick: Man Andrew just twapped the shit out of Lance
by Dipablo May 15, 2011
by Jesse February 28, 2004
by Josh Readel November 18, 2007
by VanillaFreak May 22, 2004
by j-nizzal June 22, 2007