API for jmazar/obmodeling
Modeling, Analysis, and Graphics of Limit Order Book Data
| Global functions | |
|---|---|
| .onLoad | Source code |
| bidask.changes | Man page Source code |
| chart.depth | Man page Source code |
| effective.spread | Man page Source code |
| getOB | Man page Man page Source code |
| lm.trade.imbalance | Man page Source code |
| load.quotes | Man page Man page Source code |
| load.trades | Man page Source code |
| market.depth.stats | Man page Source code |
| newOB | Man page Source code |
| obmodeling | Man page |
| obmodeling-package | Man page |
| quoted.spread | Man page Source code |
| realised_voltility | Source code |
| ticks.wide | Man page Source code |
| trade.size.stats | Man page Source code |
| vpin | Source code |
| wmp | Man page Source code |
