minkowski_momentum.hpp File Reference

Minkowski Momentum — Round 6 public API. More...

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

Go to the source code of this file.

Classes
struct	srfm::minkowski_momentum::FourMomentum
class	srfm::minkowski_momentum::MinkowskiMomentum
	Stateless utility class for financial Minkowski four-momentum calculations. More...
class	srfm::minkowski_momentum::FourMomentumConservation
struct	srfm::minkowski_momentum::MomentumOptimizerConfig
class	srfm::minkowski_momentum::MomentumPortfolioOptimizer
struct	srfm::minkowski_momentum::MomentumPortfolioOptimizer::Result
	Result of a single optimisation run. More...

Namespaces
namespace	srfm
namespace	srfm::minkowski_momentum

Detailed Description

Minkowski Momentum — Round 6 public API.

Module: Minkowski Momentum

Concept

Extends classical momentum to financial spacetime by representing a portfolio's exposure profile as a four-momentum vector:

p^μ = (E, p_x, p_y, p_z)

Financial interpretation:

• E (energy) = portfolio_return (total return, the "time-like" component)
• p_x (x-momentum) = equity_exposure (e.g. equity beta × portfolio value)
• p_y (y-momentum) = bond_exposure (duration × portfolio value)
• p_z (z-momentum) = commodity_exposure (commodity beta × portfolio value)

Key quantities

Invariant mass (diversification measure)

m² = E² - p_x² - p_y² - p_z²

A higher invariant mass indicates better diversification: the portfolio's total return exceeds the sum-in-quadrature of its directional exposures.

Rapidity (financial velocity in equity space)

y = 0.5 * ln((E + p_x) / (E - p_x))

Rapidity is additive under successive equity-space boosts, making it a natural measure of compounded equity momentum.

Guarantees

• All methods are noexcept where possible
• Return std::optional for invalid inputs
• No dynamic allocation; no mutable state in pure-math classes
• Thread-safe (stateless functions)

Definition in file minkowski_momentum.hpp.