PINstimation is a premier open-source R software for finance professionals and researchers, offering state-of-the-art utilities for estimating informed trading probabilities. This package integrates renowned models such as the original PIN by Easley and O’Hara, and its most notable extensions, along with a suite of computational methods, data simulation tools, and trade classification algorithms.
Designed for efficiency, PINstimation simplifies the complex estimation process, allowing direct analysis from raw trade-level data. It's an essential tool for financial market analysis, offering fast and precise insights into informed trading dynamics.
PINstimation, the definitive R package for informed trading analysis