Order-Flow and Impact · deterministic synthetic teaching data

Hasbrouck Price Impact Guided Lab

What cumulative midpoint response follows an innovation in signed flow after dynamic feedback? Choose → step → observe → explain → compare.

Hasbrouck Price Impact traceCurrent profile trace over the complete synthetic scenario.Full deterministic trace

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Order-Flow and Impact · measurement context

What cumulative midpoint response follows a flow innovation in a declared dynamic system?

Nearest comparison

Kyle Lambda is a contemporaneous regression slope; Hasbrouck adds lagged feedback and an impulse horizon.

Do not substitute

A Cholesky ordering and finite horizon are identification choices, not causal facts supplied by the data.