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Published 20 hours ago • verified publisher icon hanxixuana
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A Python Implementation of Measures for Order Flow Risk, e.g. VPIN

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Use VPIN in my chosen stock measurement

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Hello. I want to use this VPIN model to measure my stocks through python, but when I use, I can only use the data from original stock data(such as 'gd')....

Izumishiho avatar Izumishiho

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A Python Implementation of Measures for Order Flow Risk, e.g. VPIN

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