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Level 14 · ◆◆◆ · ~12 min

Order Flow Imbalance

Order Flow Imbalance

"The most reliable short-horizon predictor of price in existence, and it is nothing more than counting which side is trading."

trade imbalance and signed volumeorder flow imbalance at the touchwhy flow predicts and depth does notthe persistence of signed order floworder splitting and autocorrelation
🚀 You're jumping ahead. This builds on Kyle's Lambda & Price Impact — but play it now and you'll still earn full XP. If it feels steep, those make a gentler on-ramp.

A short lesson, then a quiz. ❤️×3 — a wrong answer costs a heart; finish with at least one left and the level is yours. Lose all three and you'll have to try again. Replay any time — XP and cleared levels are never lost.