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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 | |
| beta_calculator.hpp | |
| Online market-velocity β calculator (FIX-N mode). | |
| coordinate_normalizer.hpp | |
| Rolling-window z-score normaliser for tick close prices. | |
| lorentz_transform.hpp | |
| Stateful Lorentz transformation for (bar_index, normalised_price) events. | |
| signal_consumer.hpp | |
| SignalConsumer — JSON serialisation thread for relativistic signals. | |
| signal_processor.hpp | |
| SignalProcessor — per-tick relativistic signal computation thread. | |
| spacetime_manifold.hpp | |
| Minkowski spacetime manifold tracker — interval and regime classifier. | |
| spsc_ring.hpp | |
| Lock-free Single-Producer / Single-Consumer ring buffer. | |
| stream_signal.hpp | |
| StreamRelativisticSignal — output unit of the signal-processing pipeline. | |
| tick.hpp | |
| OHLCVTick — atomic market data unit for the lock-free streaming pipeline. | |
| tick_ingester.hpp | |
| TickIngester — ingestion thread that reads, validates, and ring-pushes ticks. | |
| tick_source.hpp | |
| Abstract tick source interface + concrete implementations. | |