shuangology / Probability-of-Informed-TradingView external linksLinks
Implementation of PIN ( Probability of Informed trading) on A-Share daily public data (based on Yan Y, Zhang S. An improved estimation method and empirical properties of the probability of informed trading[J]. Journal of Banking & Finance, 2012, 36(2): 454-467.)
☆41Aug 19, 2020Updated 5 years ago
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