{"repo":"Mattbusel/Special-Relativity-in-Financial-Modeling","free":true,"listed":false,"github":"https://github.com/Mattbusel/Special-Relativity-in-Financial-Modeling","clone":"git clone https://github.com/Mattbusel/Special-Relativity-in-Financial-Modeling.git","description":"The first end-to-end C++20 implementation of special-relativistic geometry applied to financial OHLCV data. Computes Lorentz factors, spacetime intervals, Christoffel symbols, and geodesic deviation signals from live market data.","language":"C++","stars":12,"topics":["ohlcv","special-relativity","finance","c-plus-plus","cpp","lorentz","quant"],"license":"MIT","category":"trading","readme_excerpt":"Special Relativity in Financial Modeling (SRFM) --- What Is SRFM? SRFM treats every OHLCV price bar as an event in four-dimensional Minkowski spacetime (t, P, V, M) — bar time, close price, volume, and market-impact proxy — and applies the full machinery of special relativity to financial data. The normalised price velocity beta = dP / (c dt) plays the role of relativistic velocity. When beta 1 the bar is SPACELIKE : the move is faster than the market's \"speed of light\" and is fundamentally stochastic. The spacetime interval ds^2 = -(c dt)^2 + dP^2 + dV^2 + dM^2 encodes this causal structure quantitatively, enabling Lorentz-corrected momentum signals, geodesic price-path forecasting, and a full relativistic portfolio optimizer with real-time streaming signal generation. --- Round 7: Proper Time Portfolio Header: include/srfm/proper time.hpp Source: src/proper time.cpp Models portfolio dynamics using the proper time formalism from Special Relativity. A high-volatility (\"fast-moving\") portfolio is analogous to a relativistic observer: it experiences less proper time per calendar day, effectively taking longer to reach the same information state. Class Role --- --- ProperTime Static helpers: compute(t, v) , gamma factor(v) , to velocity(vol, max vol) ProperTimeClock Integrates dτ = dt / γ(v) over streaming volatility observations PortfolioAgingModel Computes effective age = t γ and adj sharpe = sharpe / √(effective age) RelativisticRebalanceTimer Fires rebalance events when accu","default_branch":null,"files":null,"tree":[],"storefront":"/r/Mattbusel","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/Mattbusel/Special-Relativity-in-Financial-Modeling/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}