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FinAsym  

Classifies implicit trading activity from market quotes andcomputes the probability of informed trading
View on CRAN: Click here


Download and install FinAsym package within the R console
Install from CRAN:
install.packages("FinAsym")

Install from Github:
library("remotes")
install_github("cran/FinAsym")

Install by package version:
library("remotes")
install_version("FinAsym", "1.0")



Attach the package and use:
library("FinAsym")
Maintained by
Paolo Zagaglia
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-04-03
Latest Update: 2012-04-03
Description:
This package accomplishes two tasks: a) it classifiesimplicit trading activity from quotes in OTC markets using thealgorithm of Lee and Ready (1991); b) based on information fortrade initiation, the package computes the probability ofinformed trading of Easley and O'Hara (1987).
How to cite:
Paolo Zagaglia (2012). FinAsym: Classifies implicit trading activity from market quotes andcomputes the probability of informed trading. R package version 1.0, https://cran.r-project.org/web/packages/FinAsym. Accessed 28 Mar. 2025.
Previous versions and publish date:
1.0 (2012-04-03 23:01)
Other packages that cited FinAsym R package
View FinAsym citation profile
Other R packages that FinAsym depends, imports, suggests or enhances
Functions, R codes and Examples using the FinAsym R package
Some associated functions: FinAsym-package . classify_quotes . pin_likelihood . 
Some associated R codes: FinAsym.R .  Full FinAsym package functions and examples
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