OBELISK / QUANT LAB / HFT TERMINAL
Orderbook Level 2 · VPIN · OBI/OFI
● DISCONNECTED
PRICESIZECUMULATIVE
VPIN — FLOW TOXICITY
Volume-Synchronized Probability of Informed Trading. Valeur élevée = présence probable de traders informationnels.
ORDER BOOK METRICS
OBI — Order Book Imbalance0.0%
OFI — Order Flow Imbalance0.0%
CVD — Cumulative Volume Delta0.0%
ADVERSE SELECTION RISK
0%
LOW — Conditions normales