Berkeley researchers build flash crash early warning tool
Start-up seeks to commercialise controversial VPIN measure
A group led by Berkeley university researchers has launched a start-up that aims to help traders spot a flash crash before one strikes.
Global AI’s offering, which went live two months ago, relies on a controversial statistical measure known as VPIN – volume-synchronised probability of informed trading – that has been touted as an early warning system for near-instantaneous crashes such as those seen in US equity markets in 2010 or Treasuries in 2014.
The start-up is working with “up to five”
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