Order-Flow and Impact · deterministic synthetic teaching data

VPIN Guided Lab

How one-sided is recently completed volume when time advances by equal-volume buckets? Choose → step → observe → explain → compare.

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

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Order-Flow and Impact · measurement context

How one-sided is rolling classified volume when time advances by equal-volume buckets?

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PIN fits a daily latent-arrival model; VPIN is a rolling bucket statistic with no PIN likelihood.

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A high VPIN value does not prove toxicity, informed identity, prediction, or profitability.