Near the end of the executive committee meeting, Larkin proposes that LW institute a price benchmark system and use volume-weighted average price (VWAP) as that price benchmark. He states that VWAP attempts to measure the price benchmark for a trade with greater precision than other measures. Furthermore, Larkin asserts that VWAP is not affected by market impact implicit costs.（这个描述对不对？如果错误，原因是什么？） And, he concludes, VWAP’s greatest contribution is that it provides an objective measure of missed trade opportunity costs.
vwap是trading mornitor and Rebalance里面的内容
