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

Documentation:

Reference manual:

FinAsym.pdf

Downloads:

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

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