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Volume-Synchronized Probability of Informed Trading (VPIN)


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Volume-Synchronized Probability of Informed Trading (VPIN)

  #1 (permalink)
coco888
Geneva Switzerland
 
Posts: 3 since Nov 2016
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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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 mohawktrader 
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coco888 View Post
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

hey Coco,

Did you ever find anything on this? I'm looking for the same on NT 8. Thanks.

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