Quant Interview Practice Questions

Volume-Weighted Average Price (VWAP) is a crucial trading benchmark used by institutional investors to assess the quality of their trade executions. It represents the average price a security has traded at throughout the day, calculated by dividing the cumulative dollar volume by the cumulative trading volume. Maintaining a running VWAP is essential in algorithmic trading systems for real-time performance evaluation and execution logic. Task Implement a VWAPCalculator class that processes a str