Trades price deviations from volume-weighted fair value
| Strategy Type | VWAP Trading / Institutional Benchmark Strategy |
| Market Outlook | Trades price deviations from volume-weighted fair value |
| Risk Profile | Low to Moderate - VWAP provides objective reference point |
| Reward Profile | Consistent returns from mean reversion to VWAP and trend trades with VWAP |
| Time Horizon | Intraday (VWAP resets daily) |
| Capital Requirement | Moderate (₹1,50,000 - ₹4,00,000) |
| Margin Type | MIS for intraday VWAP trades |
| Best Used When | Liquid markets with clear VWAP trends or deviations, institutional participation visible |
| NIFTY | 25 units per lot (₹50 per point) |
| BANKNIFTY | 15 units per lot (₹15 per point) |
| FINNIFTY | 25 units per lot (₹25 per point) |
| Stock Futures | Varies by stock |
| Morning | 10:00 AM - 12:00 PM (VWAP established, good deviations) |
| Afternoon | 2:00 PM - 3:15 PM (end-of-day VWAP reversion common) |
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