Order-Flow and Impact · deterministic synthetic teaching data

PIN Guided Lab

What share of model-implied order arrivals comes from the informed component? Choose → step → observe → explain → compare.

PIN traceCurrent profile trace over the complete synthetic scenario.Full deterministic trace

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ProfilePrimary valueStateTrace rows

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RowSide/stateReasonActive value

Order-Flow and Impact · measurement context

What share of fitted arrival intensity belongs to the model-implied informed component?

Nearest comparison

VPIN is rolling equal-volume imbalance; PIN is a fitted daily buy/sell Poisson-mixture ratio.

Do not substitute

“Informed” names a latent model component; the output does not identify people, motive, or private information.