1 The Story
The trader who anchored VWAP
Brian Shannon, CMT (b. 1967) is a technical analyst and educator who founded AlphaTrends in 2006 and became the leading popularizer of the Anchored VWAP.1
A graduate of Merrimack College (1991), he traded at firms including Lehman Brothers, Tucker Anthony, Dain Bosworth, and MarketWise Securities — where he was lead trader and director of research — before building AlphaTrends into a respected, hype-free education platform. He earned the Chartered Market Technician (CMT) designation in 2013, and traces his work on Anchored VWAP back to discovering the tool around 2003.1
2 The Big Idea
Trade with the trend, anchored to real volume
Align with the trend across multiple timeframes — and read price against where volume actually traded.
Shannon's two contributions are a disciplined multiple-timeframe trend framework and the practical use of Anchored VWAP — measuring the average price paid since a meaningful event — to time entries, exits, and stops.1
3 The Method & Setups
Multiple timeframes & Anchored VWAP
Trend first, across timeframes
Define the trend on a higher timeframe and only take entries in its direction on a lower one — the core of his first book.2
Anchor VWAP to events
Anchor a VWAP at an earnings gap, a major high, or a major low to see the average price paid by everyone since that moment — and how price reacts to it.3
Price action, not prediction
He treats technical analysis as the study of all participants' actions in price — context and probability, not forecasting.1
4 Try It Today
Test the idea for yourself
A no-risk exercise
Anchor a VWAP from a stock's last earnings gap and from its most recent major low. Watch how price reacts as it approaches each line — reclaiming or rejecting it — and notice how the two anchored VWAPs frame the trend differently than the daily VWAP does.
5 In Their Words
Brian Shannon, in essence
Only trade in the direction of the trend, and let the average price participants have paid — the VWAP — tell you who is in control.— a paraphrase of his published approach2
A note on sourcing: the line above paraphrases the philosophy in his books and at AlphaTrends, not a verbatim quotation.
6 The Books & Their Big Ideas
What he wrote
Technical Analysis Using Multiple Timeframes
Brian Shannon · 2008- Trend alignment. Enter trends at the highest-probability, lowest-risk moments by reading several timeframes together.2
Maximum Trading Gains with Anchored VWAP
Brian Shannon · 2023- Anchored VWAP in practice. Using AVWAP to time breakouts and breakdowns, place stops, and read sentiment around key events.3
7 Watch & Read
Go deeper
- BOOKMaximum Trading Gains with Anchored VWAP (2023).
- BOOKTechnical Analysis Using Multiple Timeframes (2008).
- CONCEPTVWAP & Anchored VWAP — the tool he pioneered.
- PLAYBOOKThe VWAP Scalp.
- SITEAlphaTrends — his education platform.
§ Sources
- Brian Shannon — biography & career — Wikipedia; CMT Association.
- Brian Shannon, Technical Analysis Using Multiple Timeframes (2008) — alphatrends.net.
- Brian Shannon, Maximum Trading Gains with Anchored VWAP (2023) — alphatrends.net.