calcEff.BidAsk: Calculates Effective Bid Ask Prices
In helenristov/aCompiler: What the package does (short line)
Description
Usage
Arguments
Author(s)
Description
Calculates Effective Bid Ask Prices
Usage
1
calcEff.BidAsk(market.data, createQty, cancelQty)
Arguments
market.data
An MDR market data set.
createQty
Start lean value to determine lean factor for edge calc.
cancelQty
End lean value to determine lean factor for edge calc.
Author(s)
Nicholas Dregne
helenristov/aCompiler documentation built on May 3, 2019, 9:40 p.m.
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Description Usage Arguments Author(s)
Description
Calculates Effective Bid Ask Prices
Usage
1 | calcEff.BidAsk(market.data, createQty, cancelQty)
|
Arguments
market.data |
An MDR market data set. |
createQty |
Start lean value to determine lean factor for edge calc. |
cancelQty |
End lean value to determine lean factor for edge calc. |
Author(s)
Nicholas Dregne
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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