CMT Level III Practice Questions - CMT Program Level III Exam

Anchored VWAP (AVWAP) differs from a conventional rolling VWAP primarily because AVWAP:

Begins its volume-weighted calculation from a user-selected significant bar (an anchor) Resets at the start of every trading session automatically Ignores volume and uses only closing prices Can only be applied to intraday data

Correct Answer:

Begins its volume-weighted calculation from a user-selected significant bar (an anchor)

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