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Volume-Synchronized Probability of Informed Trading (VPIN)
Started:November 24th, 2016 (08:25 PM) by coco888 Views / Replies:48 / 0
Last Reply:November 24th, 2016 (08:25 PM) Attachments:0

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Volume-Synchronized Probability of Informed Trading (VPIN)

Old November 24th, 2016, 08:25 PM   #1 (permalink)
Trading Apprentice
Geneva Switzerland
 
Futures Experience: Master
Platform: NinjaTrader
Favorite Futures: Emini ES
 
Posts: 3 since Nov 2016
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Volume-Synchronized Probability of Informed Trading (VPIN)

hi guys,

Who knows about the concept of Volume-Synchronized Probability of Informed Trading (VPIN)?
Does anyone has tried to implement it as a custom indicator in IB with Java or in another Platform?

Best regards,

Coco

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