VPIN (Volume-Synchronized PIN)
Estimates the probability of informed trading by analyzing volume-synchronized order imbalance. High VPIN = likely insider activity.
Why AlgoZilla Uses VPIN (Volume-Synchronized PIN)
VPIN spikes often precede major announcements or whale movements. The model uses VPIN to detect asymmetric information conditions.
Feature Variants
AlgoZilla expands every base indicator into multiple variants: raw values, delta (rate of change over 8/12/24 bars), divergences, and multi-timeframe computations across 2H, 4H, 8H, 12H, and 24H horizons. This is what sets AlgoZilla apart: 170+ features, each retrained every two weeks per coin.
Variants: 1 variant (raw value)
Part of a Bigger Picture
No single indicator drives AlgoZilla decisions. This is one of 170+ features feeding into a machine learning ensemble, retrained every two weeks per coin. The model learns which features matter in each market regime.
