FinAsym: Classifies implicit trading activity from market quotes and
computes the probability of informed trading
This package accomplishes two tasks: a) it classifies
implicit trading activity from quotes in OTC markets using the
algorithm of Lee and Ready (1991); b) based on information for
trade initiation, the package computes the probability of
informed trading of Easley and O'Hara (1987).
| Version: |
1.0 |
| Published: |
2012-04-03 |
| Author: |
Paolo Zagaglia |
| Maintainer: |
Paolo Zagaglia <paolo.zagaglia at gmail.com> |
| License: |
GPL-3 |
| NeedsCompilation: |
no |
| In views: |
Finance |
| CRAN checks: |
FinAsym results |
Downloads: