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:

Reference manual: FinAsym.pdf
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
OS X Snow Leopard binaries: r-release: FinAsym_1.0.tgz, r-oldrel: FinAsym_1.0.tgz
OS X Mavericks binaries: r-release: FinAsym_1.0.tgz