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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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Classes | |
| struct | BollingerState |
| Internal rolling state for Bollinger Band computation. More... | |
| class | HawkingBacktest |
| struct | HawkingBacktestResult |
| Comparison of Hawking-signal strategy vs the existing TIMELIKE classifier. More... | |
| struct | HawkingSignal |
| A single bar's Hawking-derived trading signal. More... | |
| class | HawkingSignalGenerator |
| struct | HawkingTemperature |
| class | PriceEventHorizon |
Enumerations | |
| enum class | HawkingDirection { Reversal , Continuation , Neutral } |
| Trading signal derived from Hawking temperature. More... | |
Functions | |
| const char * | to_string (HawkingDirection d) noexcept |
| Return a human-readable string for a HawkingDirection value. | |
Variables | |
| constexpr std::size_t | DEFAULT_BB_WINDOW = 20 |
| Default Bollinger Band window (bars). | |
| constexpr double | DEFAULT_BB_SIGMA = 3.0 |
| Default Bollinger Band multiplier for outer band (σ-multiple). | |
| constexpr double | HAWKING_HOT_THRESHOLD = 2.0 |
| T_H above this → "hot" → reversal signal. | |
| constexpr double | HAWKING_COLD_THRESHOLD = -2.0 |
| T_H below this → "cold" → continuation signal. | |
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strong |
Trading signal derived from Hawking temperature.
| Enumerator | |
|---|---|
| Reversal | T_H high → trend exhaustion → fade the move. |
| Continuation | T_H low → healthy trend → follow the trend. |
| Neutral | Temperature in the normal range → no signal. |
Definition at line 98 of file hawking.hpp.
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noexcept |
Return a human-readable string for a HawkingDirection value.
Definition at line 32 of file hawking.cpp.
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inlineconstexpr |
Default Bollinger Band multiplier for outer band (σ-multiple).
Definition at line 64 of file hawking.hpp.
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inlineconstexpr |
Default Bollinger Band window (bars).
Definition at line 61 of file hawking.hpp.
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inlineconstexpr |
T_H below this → "cold" → continuation signal.
Definition at line 70 of file hawking.hpp.
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inlineconstexpr |
T_H above this → "hot" → reversal signal.
Definition at line 67 of file hawking.hpp.