What is VWAP: How to Spot Institutions

Expert: Mark Whistler, Senior Market Strategist at TradingMarkets.com
Moderator: Maud Gilson

Summary:
Advance VWAP Strategies for Intraday Traders

If anyone has ever told you that volume doesn't matter in Forex Markets, this Webinar will completely change your mind. Whistler will demonstrate how major FX funds, reserves, corporate hedging departments and institutions use Volume Weighted Average Price (VWAP) to enter and exit positions. In addition, traders will gain insights into spotting institutional buying and selling, thus helping to ride the wave of institutional orderflow, while also keeping from trading against large fund movements at hand. The ability to spot institutional orderflow is very difficult for most; unless you understand a few simple techniques of the larger 'theory' behind orderflow transparency. Again, this portion of the Webinar is specifically for those who would like to better understand intraday volatility.

Webinar presented by TradingMarkets.com and FXstreet.com

Comments

[DV]

Great stuff Mark, I use this already but your view was different and refreshing, many traders I know don't use it and I think they are at a disadvantage, So thanks. Also, I was wondering if you may be able to do the monthly vwap part 2 again and perhaps record it please? Cheers

[Chris Hays]

Obviously and and er just get out blah...

This is completely incoherent and does not explain how a dubious average based on Metatrader volume data (which is not huge institutional orders) can be any help at all. What a waffler!