srfm::beta_calculator::BetaCalculator Class Reference

#include <beta_calculator.hpp>

Public Member Functions
	BetaCalculator () noexcept=default
std::optional< BetaVelocityResult >	fromPriceVelocityOnline (const std::vector< double > &prices, double c_market=1.0) const noexcept
	Compute BetaVelocityResult from a streaming price series.

Detailed Description

Definition at line 108 of file beta_calculator.hpp.

Constructor & Destructor Documentation

BetaCalculator()

srfm::beta_calculator::BetaCalculator::BetaCalculator ( )

defaultnoexcept

Examples

/home/runner/work/Special-Relativity-in-Financial-Modeling/Special-Relativity-in-Financial-Modeling/src/beta_calculator/beta_calculator.hpp.

Member Function Documentation

fromPriceVelocityOnline()

std::optional< BetaVelocityResult > srfm::beta_calculator::BetaCalculator::fromPriceVelocityOnline ( const std::vector< double > &  prices, double  c_market = 1.0  ) const

noexcept

Compute BetaVelocityResult from a streaming price series.

Algorithm:

1. Compute log-return velocities: v_i = ln(p_{i+1}/p_i) per time step.
2. Compute mean velocity: v̄ = mean(v_i).
3. Normalise: β = clamp(v̄ / c_market, −BETA_MAX_SAFE + ε, BETA_MAX_SAFE − ε).
4. Compute derived quantities (γ, φ, D).

Parameters

prices	Sequence of ≥2 positive, finite price observations.
c_market	Market "speed of light" (normalisation constant > 0). Defaults to 1.0 (prices already in normalised units).

Returns

BetaVelocityResult, or std::nullopt if inputs are invalid.

Examples

/home/runner/work/Special-Relativity-in-Financial-Modeling/Special-Relativity-in-Financial-Modeling/src/beta_calculator/beta_calculator.hpp.

Definition at line 73 of file beta_calculator.cpp.

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The documentation for this class was generated from the following files:

• src/beta_calculator/beta_calculator.hpp
• src/beta_calculator/beta_calculator.cpp