Vinnie: Dude, I feel haggard after lastnight.
Chase: Holy fuck Vinnie, you were "Twapped" lastnight.
Vinnie: You don't say.
Chase: Holy fuck Vinnie, you were "Twapped" lastnight.
Vinnie: You don't say.
by Tuba Morris September 24, 2013

Time-weighted average price. The average price of an asset over time.
TWAP is used by traders with high volume, executing the same size trade over and over during a span of time. This is done to not drain liquidity in a single trade. And to not affect market perceptions in a single trade.
TWAP is used by traders with high volume, executing the same size trade over and over during a span of time. This is done to not drain liquidity in a single trade. And to not affect market perceptions in a single trade.
by undertheradar May 20, 2021

by Tom927 March 11, 2010

by Lord Sexius the Great March 18, 2015

by bitchimtino March 10, 2015

Andrew: Hey lance!
(Lance Turns Around)
***TWAP***
Patrick: Man Andrew just twapped the shit out of Lance
(Lance Turns Around)
***TWAP***
Patrick: Man Andrew just twapped the shit out of Lance
by Dipablo June 09, 2011
