TWAP, VWAP

TWAP
http://www.tradestation.com/education/labs/analysis-concepts/time-weighted-average-price
http://en.wikipedia.org/wiki/Time-weighted_average_price
http://www.interactivebrokers.com/en/trading/orders/twapAlgo.php
VWAP
http://en.wikipedia.org/wiki/Volume-weighted_average_price
http://www.interactivebrokers.com/en/trading/orders/vwap.php
http://www.plexusplansponsor.com/news_events/papers/TP_Spring_2002_Madhavan.pdf
http://www.cis.upenn.edu/~mkearns/papers/vwap.pdf
http://stockcharts.com/help/doku.php?id=chart_school:technical_indicators:vwap_intraday
http://www.europlace-finance.com/files/_financed_paper_1351.pdf
http://forum.clusterdelta.com/showthread.php/885-%D0%98%D0%BD%D0%B4%D0%B8%D0%BA%D0%B0%D1%82%D0%BE%D1%80-VWAP
http://www.nyse.com/nysenotices/nyse/information-memos/pdf?memo_id=05-52
http://basepub.dauphine.fr/bitstream/handle/123456789/5479/VWAP.PDF?sequence=1

http://ru.wikipedia.org/wiki/%D0%90%D0%BB%D0%B3%D0%BE%D1%80%D0%B8%D1%82%D0%BC%D0%B8%D1%87%D0%B5%D1%81%D0%BA%D0%B0%D1%8F_%D1%82%D0%BE%D1%80%D0%B3%D0%BE%D0%B2%D0%BB%D1%8F
http://ru.wikipedia.org/wiki/%D0%90%D0%BB%D0%B3%D0%BE%D1%80%D0%B8%D1%82%D0%BC%D0%B8%D1%87%D0%B5%D1%81%D0%BA%D0%B0%D1%8F_%D1%82%D0%BE%D1%80%D0%B3%D0%BE%D0%B2%D0%BB%D1%8F