FinAsym (1.0)

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Classifies implicit trading activity from market quotes and computes the probability of informed trading.

http://cran.r-project.org/web/packages/FinAsym

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).

Maintainer: Paolo Zagaglia
Author(s): Paolo Zagaglia

License: GPL-3

Uses: Does not use any package

Released almost 5 years ago.


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