tag:blogger.com,1999:blog-816559531110064247.post1603737920077094694..comments2024-03-08T01:03:44.522-08:00Comments on Humble Student of the Markets: Buy Europe?Cam Hui, CFAhttp://www.blogger.com/profile/09672203690656029787noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-816559531110064247.post-37497860610765092222015-03-02T13:27:41.759-08:002015-03-02T13:27:41.759-08:00Yes, but im looking on it directly like in bloombe...Yes, but im looking on it directly like in bloomberg article - want to check it in russian market :)). So interesting to see current ratio, but im not quant at all and dont understand where i can find it :)).<br /><br />But in usa yesm thanks for your link, see now that it is not so good,.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-816559531110064247.post-102983519497455542015-03-02T10:12:32.121-08:002015-03-02T10:12:32.121-08:00See this critique of VPIN. It is useful but not as...See this critique of VPIN. It is useful but not as good as VIX in many cases.<br /><br />http://insight.kellogg.northwestern.edu/article/the_trouble_with_vpinCam Hui, CFAhttps://www.blogger.com/profile/09672203690656029787noreply@blogger.comtag:blogger.com,1999:blog-816559531110064247.post-17317974787069744912015-03-02T08:53:54.206-08:002015-03-02T08:53:54.206-08:00Hi,
I`m now reading interesting article - - > ...Hi,<br /><br />I`m now reading interesting article - - > http://www.bloombergview.com/articles/2015-02-25/russia-s-insider-traders-know-putin-s-plans<br /><br />What you think about this index mentioned in article - <br />Volume-Synchronized Probability of Informed Trading (VPIN).<br /><br />Is it worhwhile and is it somewhere calculated automatically or manually on constant basis?Anonymousnoreply@blogger.com