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>
License: GPL-3
NeedsCompilation: no
In views: Finance
CRAN checks: FinAsym results


Reference manual: FinAsym.pdf


Package source: FinAsym_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): FinAsym_1.0.tgz, r-oldrel (arm64): FinAsym_1.0.tgz, r-release (x86_64): FinAsym_1.0.tgz


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