Message-ID: <981B0E9B-1019-4E2D-BD61-6416A0886D8F@gmail.com>
Date: 2020-07-28T17:40:16Z
From: diego peroni
Subject: A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices
In-Reply-To: <mailman.14952.3.1595757601.4257.r-sig-finance@r-project.org>
Hi All,
I?m looking for a function in R to estimate Bid/Ask Spreads of stocks using Daily candlesticks.
Can anyone suggest some implemetations?
Thanks
Diego