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Author Topic: How is Mt.Gox weighted average calculated?  (Read 1298 times)
wingding
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March 18, 2013, 05:20:34 PM
 #1

would like to know

                                   
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Reply with quote  #2

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DeathAndTaxes
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March 18, 2013, 05:46:13 PM
 #2

In the prior x period of time (MtGox weighted average on homepage is 24 hour) take the sum of the USD traded and the sum of the BTC trade.

(total USD traded in prior 24 hours)
---------------------------------- = 24 hour volume weighted average price (VWAP)
(total BTC traded in prior 24 hours)
wingding
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March 18, 2013, 05:50:27 PM
 #3

thanx!

                                   
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  ╙█████████████████████████████▀ 
    ╙█████████████████████████╜   
      `▀███████████████████▀'     
          ╙█████████████▀`         
              ╙▀███▀╜`             
                                   
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snixed
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March 18, 2013, 05:53:43 PM
 #4

In the prior x period of time (MtGox weighted average on homepage is 24 hour) take the sum of the USD traded and the sum of the BTC trade.

(total USD traded in prior 24 hours)
---------------------------------- = 24 hour volume weighted average price (VWAP)
(total BTC traded in prior 24 hours)

Always wondered that.. thanks DaT
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