What is VPIN order-flow toxicity?
VPIN flags markets where informed flow dominates — usually a bad time to add risk.
Formula
Roll a volume bucket. Compute |buy − sell| / total. Above 0.4 = toxic flow.
Smartbull use
VPIN is wired as a shadow signal in our 8-signal AI ensemble. Currently weight 0 — will go live after 4 weeks of green data.
See it in the live engine:
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