Use VPIN in my chosen stock measurement

[Izumishiho]

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]

Hi, i wonder if you have solved this question?

[hanxixuana]

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.