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Old 07-25-2007, 12:19 AM
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Re: Trading with Market Statistics. IV Standard Deviation

Jerry,
I am also confused with
"Also each of the terms in the sum should be the same VWAP" statement.

Vwap is developing during the day, and is a sum of (pi * vi)/ V. It would seem that SD equitation should have VWAPi and be summed at each bar. So one would get distribution of prices in reference to VWAP line.

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