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Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Files | |
| backtester.cpp | |
| Implementation of the Backtester class. | |
| geodesic_strategy.cpp | |
| Implementation of ExtendedBacktester with GEODESIC_DEVIATION strategy. | |
| performance_metrics.cpp | |
| Implementation of PerformanceCalculator and LorentzSignalAdjuster. | |
| regime_filtered_backtester.cpp | |
| Implementation of RegimeFilteredBacktester. | |
1.9.8