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.)
☆42Aug 19, 2020Updated 5 years ago
Alternatives and similar repositories for Probability-of-Informed-Trading
Users that are interested in Probability-of-Informed-Trading are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆41Dec 17, 2025Updated 6 months ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆103Apr 30, 2026Updated last month
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆48Nov 14, 2021Updated 4 years ago
- R Package for Fast and Stable Estimation of the Probability of Informed Trading (PIN)☆14May 3, 2022Updated 4 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆11Feb 26, 2023Updated 3 years ago
- Collection of Models related to market making☆18Jan 25, 2021Updated 5 years ago
- Code to incorporate non-compete law changes using Stata, R and Python (Ewens and Marx (2017))☆12Jun 27, 2023Updated 2 years ago
- Downloads all google patent pages, assembles bag-o-words, and constructs RETech and Patent Breadth☆10Jun 9, 2025Updated last year
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- This repo contains the code to replicate the analyses in Baker, Larcker, Wang.☆53Jan 17, 2022Updated 4 years ago
- BankHoldingCompanyData☆14Mar 11, 2026Updated 3 months ago
- ☆25Dec 18, 2015Updated 10 years ago
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Aug 6, 2021Updated 4 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- ☆133Dec 12, 2017Updated 8 years ago
- ☆21Nov 4, 2022Updated 3 years ago
- A Center for Public Integrity data analysis for a project about the effectiveness of federal and state equal employment opportunity laws …☆16Feb 28, 2019Updated 7 years ago
- Guidelines for research assistants☆39Aug 11, 2025Updated 10 months ago
- Matteo Iacoviello's personal webpage☆12Updated this week
- Data and Trading Communications Protocol Client☆12Jan 3, 2023Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆117Oct 13, 2013Updated 12 years ago
- A Causal Decision Tree algorithm for causality inference with continuous variables☆23Jan 15, 2021Updated 5 years ago
- ☆12Dec 22, 2023Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆18Sep 6, 2024Updated last year
- Financial research data services for academics.☆104Sep 4, 2025Updated 9 months ago
- ☆13Oct 19, 2023Updated 2 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 2 years ago
- ☆13May 27, 2023Updated 3 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆34Oct 13, 2022Updated 3 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆40Jul 5, 2023Updated 2 years ago
- ☆13May 21, 2019Updated 7 years ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆29May 30, 2026Updated 2 weeks ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆17Jun 9, 2026Updated last week
- Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes☆19Jul 24, 2022Updated 3 years ago
- Simulation of Stock Data Using Recurrent GAN☆18Sep 2, 2021Updated 4 years ago
- ☆11Sep 6, 2023Updated 2 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆15Nov 13, 2023Updated 2 years ago
- Classifies sentences whether they represent a fact or personal opinion with 90% accuracy using various Machine Learning algorithms from s…☆31May 8, 2018Updated 8 years ago
- bruh☆18Feb 10, 2023Updated 3 years ago