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Use VPIN in my chosen stock measurement #5

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Izumishiho opened this issue Nov 7, 2022 · 2 comments
Open

Use VPIN in my chosen stock measurement #5

Izumishiho opened this issue Nov 7, 2022 · 2 comments

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@Izumishiho
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Hello. I want to use this VPIN model to measure my stocks through python, but when I use, I can only use the data from original stock data(such as 'gd'). How can i substitute the data from the explanation to my own? thx
@stellawangy
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Hi, i wonder if you have solved this question?

@hanxixuana
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hanxixuana commented Feb 9, 2024 •
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Hi! Sorry for missing it for more than one year coz I don’t usually login after I graduated.

In short, you may put your own data in a dataframe and feed it to BulkVPIN.

Please refer to the ipython notebook.

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@hanxixuana @stellawangy @Izumishiho