There are many ways to determine the middle price, among which the weighted average price method is the most commonly used one. In this way, all sellers and buyers in the market will place orders with their own bids, and the trading system will calculate the middle price in a weighted average way according to the size of the transaction volume. This method can avoid the influence of extreme prices on the middle price, reflect the real situation of market supply and demand, and is widely used in financial markets such as stocks and futures.
Generally speaking, the median price plays a very important role in quantitative trading. Accurate calculation and timely monitoring of the middle price can help traders optimize trading strategies and improve the success rate and profitability of trading. In order to better carry out quantitative trading, traders need to fully understand the definition, calculation method and reference value of the middle price, so as to gain a better trading experience in the trading market.