Just remember, what's "calm" for other horse breeds is not necessarily the same for Thoroughbreds. They have been bred for centuries to be "hot blooded," and it takes a special touch to work with them. They are wonderful horses, and will give you 110% in anything they do for you.
If you are familiar with Parelli, you might try playing his seven games with her a bit. Gaining her trust will go a long way to making her comfortable at your place. Sounds like she's not quite there, yet. She will settle down some once she feels comfortable, and that she can trust you. She's absolutely lovely!