Domain profile · Jun–Aug 2026Status · Live

pinstimation.com↗

PINstimation - A package for the estimation of models of probability of informed trading • PINstimation

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About

A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992) and Easley et al. (1996); Multilayer PIN (MPIN) in Ersan (2016); Adjusted PIN (AdjPIN) in Duarte and Young (2009); and volume-synchronized PIN (VPIN) in Easley et al. (2011, 2012). Implementations of various estimation methods suggested in the literature are included. Additional compelling features comprise posterior probabilities, an implementation of an exp

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Site details

Website	pinstimation.com ↗
GitHub	monty-se ↗
Site language	English
Last read	22 Sep 2026

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