momentum.hpp File Reference

Momentum-Velocity Signal Processor — AGT-03 public API (implemented by AGT-06). More...

#include "srfm/types.hpp"
#include "srfm/constants.hpp"
#include <optional>
#include <span>
#include <vector>

Go to the source code of this file.

Classes
struct	srfm::momentum::MomentumSignal
	Input descriptor for a single relativistic momentum computation. More...
struct	srfm::momentum::RelativisticMomentum
	Result of applying relativistic momentum correction to a single signal. More...
class	srfm::momentum::MomentumProcessor

Namespaces
namespace	srfm
namespace	srfm::momentum

Detailed Description

Momentum-Velocity Signal Processor — AGT-03 public API (implemented by AGT-06).

Module: Momentum Processor

Responsibility

Apply relativistic momentum corrections to raw strategy signals. In the financial spacetime analogy, a signal generated during a high-β market regime carries more "momentum" than the same signal in a quiet Newtonian market.

The Core Idea

Classical momentum: p = m·v Relativistic momentum: p_rel = γ(β) · m_eff · v

Mapping to finance:

• v (velocity) → raw strategy signal value
• m_eff (effective mass) → liquidity proxy (e.g. ADV)
• β (velocity fraction) → normalised market velocity from BetaCalculator
• γ(β) → Lorentz factor ≥ 1; amplifies signals in fast-moving markets

Guarantees

• All methods are noexcept and return std::optional for fallible operations
• No dynamic allocation in hot path
• Thread-safe: MomentumProcessor is stateless

Definition in file momentum.hpp.