PrototypeCommon
yt-feng/VPIN
Order flow toxicity; Volume-Synchronized Probability of Informed Trading
- Owner
- yt-feng (personal account)
- Stars
- Stars: 104
- Forks
- Forks: 43
- Language
- Jupyter Notebook
- License
- AGPL-3.0
- Created
- 2018
- Tier
- Prototype (100 to 249 ★) What this tier means
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