Anchored VWAP Explained: Formula and Uses
Anchored VWAP starts its running average at a bar you choose and never resets. See the formula in plain Python, and what moving the anchor does to the answer.
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Do Stock Gaps Always Get Filled? The Data
Do stock gaps always get filled? Not on any fixed horizon. See same session, 5, 20 and 60 session fill rates for large caps, with the SQL behind them.