N-Asset Minkowski Covariance Matrix and Spacetime Causal Graph. More...

#include "srfm/manifold/n_asset_interval.hpp"
#include "srfm/tensor/n_asset_manifold.hpp"
#include "srfm/constants.hpp"
#include <Eigen/Dense>
#include <optional>
#include <string>
#include <vector>

Classes
struct	srfm::portfolio::AssetEvent

class	srfm::portfolio::MinkowskiCovariance

class	srfm::portfolio::SpacetimeCausalGraph

Namespaces
namespace	srfm

namespace	srfm::portfolio

Detailed Description

N-Asset Minkowski Covariance Matrix and Spacetime Causal Graph.

Module: Portfolio Manifold

Responsibility

Extend the 4D financial spacetime manifold to an N-asset setting. Each asset is represented as a spacetime event in an (N+1)-dimensional Lorentzian manifold (1 time axis + N price axes). The module provides:

AssetEvent — A single market observation for one asset.
MinkowskiCovariance — Accumulates N asset events and computes an NxN spacetime-interval covariance matrix.
SpacetimeCausalGraph — Directed graph where edge (i→j) exists iff asset_i is TIMELIKE-separated from asset_j.

Physical Interpretation

Two assets are TIMELIKE-separated when their spacetime interval ds²(i,j) = −c²·Δt² + ΔP² + ΔV² + ΔM² < 0 meaning asset_i "precedes" asset_j causally inside the market light cone. The hypothesis is that causal (TIMELIKE) pairs exhibit positive lead-lag correlation — asset_i's move CAUSES a future move in asset_j.

Guarantees

All fallible operations return std::optional.
No raw pointers; Eigen3 owns all matrix storage.
Thread-safe reads: const methods are safe for concurrent access.

Dependencies

Eigen3 (matrix arithmetic)
srfm/manifold/n_asset_interval.hpp (NAssetEvent, IntervalType)
srfm/tensor/n_asset_manifold.hpp (NAssetManifold metric)

Definition in file portfolio_manifold.hpp.