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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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Directories | |
| backtest | |
| beta_calculator | |
| core | |
| engine | |
| geodesic | |
| lorentz | |
| manifold | |
| momentum | |
| simd | |
| stream | |
| tensor | |
| validation | |
Files | |
| causal_cone.cpp | |
| Implementation of the Causal Cone Filter for financial spacetime. | |
| event_backtester.cpp | |
| Implementation of the event-driven BacktestEngine and RelativisticStrategy. | |
| geodesic_path.cpp | |
| Geodesic Portfolio Path implementation — Round 5. | |
| hawking.cpp | |
| Implementation of the Hawking Radiation analogy for price series. | |
| lorentz_portfolio.cpp | |
| Lorentz Portfolio Transformation — implementation. | |
| main.cpp | |
| SRFM CLI entry point — AGT-06. | |
| minkowski_momentum.cpp | |
| Implementation of the Minkowski Momentum module — Round 6. | |
| multi_asset.cpp | |
| Implementation of MultiAssetInterval, CorrelationMetric, MultiAssetLorentz, and PortfolioGeodesic. | |
| portfolio_manifold.cpp | |
| Implementation of MinkowskiCovariance and SpacetimeCausalGraph. | |
| proper_time.cpp | |
| Implementation of the Proper Time Portfolio module — Round 7. | |
| relativistic_optimizer.cpp | |
| Implementation of RelativisticPortfolio optimizer. | |