VPIN

Vpin caculation and backtesting To see full steps for VPIN, please download VPIN report

Name		Name	Last commit message	Last commit date
Latest commit History 18 Commits
History_tick.py		History_tick.py
History_tick_data.ipynb		History_tick_data.ipynb
IB_req_fundamental_ratios.ipynb		IB_req_fundamental_ratios.ipynb
Main.py		Main.py
Parallezing_MIR.py		Parallezing_MIR.py
Plotly dataframe.ipynb		Plotly dataframe.ipynb
Ploytly_dynamic.py		Ploytly_dynamic.py
README.md		README.md
Standardize_tick_dataframe.ipynb		Standardize_tick_dataframe.ipynb
TEST.ipynb		TEST.ipynb
TEST.py		TEST.py
Tick_VPIN.py		Tick_VPIN.py
VPIN_IB_query_contract.ipynb		VPIN_IB_query_contract.ipynb
VPIN_report.docx		VPIN_report.docx
VPIN_test.py		VPIN_test.py
VPIN_update.py		VPIN_update.py

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