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fastpos vs PINstimation

A side-by-side editorial comparison of fastpos and PINstimation — release velocity, themes, recent moves, and the top alternatives to consider.

fastpos vs PINstimation: at a glance

FeaturefastposPINstimation
SectorInfra & APIsInfra & APIs
Velocity score0.00.0
Sparks · 30d00
Top themessimulation, correlation, sample-size, rcppmarket-microstructure, finance, informed-trading, r-package
Last editorial update22h ago1h ago
WebsiteVisit →Visit →

What is fastpos?

Dormant three years, then a two-line release nobody using it would notice

fastpos finds the critical point of stability for a Pearson correlation, a simulation problem whose C++ implementation is the entire reason the package exists. Its substantive work concluded in 2022 with 0.5.0, the release prepared during R Journal review, which renamed the precision parameters, moved multicore work to pbapply and let users set corridor limits directly. After three years of silence, 0.6.0 removes an internal restriction to cpp11 and changes index_pop to an integer.

Read the full fastpos trajectory →

What is PINstimation?

A market-microstructure toolkit that keeps adding estimators as the papers land.

PINstimation estimates probability-of-informed-trading models — PIN, multilayer PIN, adjusted PIN and VPIN — from trade and quote data, and handles the trade classification and aggregation that feeds them. The current 0.2.0 adds ivpin(), a maximum-likelihood variant of VPIN from Ke and Lin (2017). The package's early history is compressed into a single hour of backfilled tags in October 2022, so version order there does not track release order.

Read the full PINstimation trajectory →

fastpos vs PINstimation: editorial side-by-side

F
fastpos
INFRA · APIS
0.0

Dormant three years, then a two-line release nobody using it would notice

◆ Current state

fastpos finds the critical point of stability for a Pearson correlation, a simulation problem whose C++ implementation is the entire reason the package exists. Its substantive work concluded in 2022 with 0.5.0, the release prepared during R Journal review, which renamed the precision parameters, moved multicore work to pbapply and let users set corridor limits directly. After three years of silence, 0.6.0 removes an internal restriction to cpp11 and changes index_pop to an integer.

◆ Where it's heading

This is a finished piece of research software in low-effort upkeep. The changelog's centre of gravity is the R Journal review process, and once that concluded the package stopped changing. The single release since is toolchain work of the kind that keeps a package compiling rather than anything a user would see.

◆ Prediction

Expect nothing beyond occasional compilation or CRAN-check fixes unless the accompanying paper draws requests for other correlation types or resampling schemes.

P
PINstimation
INFRA · APIS
0.0

A market-microstructure toolkit that keeps adding estimators as the papers land.

◆ Current state

PINstimation estimates probability-of-informed-trading models — PIN, multilayer PIN, adjusted PIN and VPIN — from trade and quote data, and handles the trade classification and aggregation that feeds them. The current 0.2.0 adds ivpin(), a maximum-likelihood variant of VPIN from Ke and Lin (2017). The package's early history is compressed into a single hour of backfilled tags in October 2022, so version order there does not track release order.

◆ Where it's heading

Each release tracks the literature: a Bayesian PIN estimator from Griffin et al., an improved VPIN from Ke and Lin, initial-parameter generation realigned to Ersan and Ghachem. The other steady thread is data handling — matrix inputs so the estimators compose with rolling windows, user-specified aggregation frequencies, and now quote leads as well as lags. The three-year gap between 0.1.2 and 0.2.0 makes this a slow, publication-paced package rather than an actively developed one.

◆ Prediction

On this pattern the next release adds whatever estimator the authors publish next, since two of the three feature releases here implement a specific paper. Nothing in the entries points to a change in the package's structure.

Alternatives to fastpos and PINstimation

Other Infra & APIs products tracked by Sparkpulse, ranked by recent ship velocity. Each card links to a full editorial trajectory and lets you pivot into a head-to-head comparison with either fastpos or PINstimation.

See all fastpos alternatives → · See all PINstimation alternatives →

Recent activity from fastpos and PINstimation

Latest ship moves from both products, interleaved chronologically. ⚡ = editorial spark.

  1. 8mo agoPINstimationPINstimation 0.2.0
  2. 10mo agofastposcpp11 restriction removed; index_pop now an integer
  3. 3y agoPINstimationPINstimation v0.1.2
  4. 3y agoPINstimationPINstimation v0.1.1
  5. 3y agoPINstimationPINstimation v0.0.1-beta
  6. 3y agoPINstimationPINstimation v0.1.0
  7. 4y agofastposMulticore fix for pbmcapply; Windows limited to one core
  8. 4y agofastposR Journal review release: renamed precision parameters, manual corridor limits
  9. 5y agofastposMore informative test failures; interactive-only progress bars
  10. 6y agofastposMulticore support via the future package
  11. 6y agofastposExact-rho population generation and C++ progress bar fixes

Frequently asked questions

What is the difference between fastpos and PINstimation?

They serve adjacent needs but don't currently overlap on shipped themes. fastpos and PINstimation are shipping at a similar cadence (velocity 0.0 vs 0.0, both within Sparkpulse's "active" band). See the at-a-glance table above for a side-by-side breakdown of velocity, recent sparks, and editorial themes.

Is fastpos better than PINstimation?

Sparkpulse doesn't pick a winner — we score release velocity, not feature parity. fastpos and PINstimation are shipping at a similar cadence (velocity 0.0 vs 0.0, both within Sparkpulse's "active" band). For your specific use case, the alternatives sections above list other Infra & APIs products to evaluate alongside.

What are the best alternatives to fastpos?

Top fastpos alternatives in Infra & APIs are ranked by recent ship velocity. Browse the "fastpos alternatives" section above for the current picks, or visit /alternatives/fastpos for the full list with editorial commentary on each.

What are the best alternatives to PINstimation?

Top PINstimation alternatives in Infra & APIs are ranked by recent ship velocity. Browse the "PINstimation alternatives" section above for the current picks, or visit /alternatives/pinstimation for the full list with editorial commentary on each.