Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Classes | Namespaces
beta_calculator.hpp File Reference

BetaCalculator — financial-to-physics velocity mapping (AGT-01). More...

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

Go to the source code of this file.

Classes

class  srfm::lorentz::BetaCalculator
 

Namespaces

namespace  srfm
 
namespace  srfm::lorentz
 

Detailed Description

BetaCalculator — financial-to-physics velocity mapping (AGT-01).

Module: Beta Calculator

Responsibility

Maps raw financial market observables (price time-series, returns, trading velocity) to the normalised velocity parameter β used throughout SRFM.

This is the entry point for all financial data entering the Lorentz engine. Every other SRFM module operates on β-values; this module is the only one that knows about raw prices, returns, and time deltas.

Core Formula

β_market = price_velocity / max_observed_velocity
= (dP/dt over window) / max_velocity

Design Principle

The market analog of c (speed of light) is max_velocity — the fastest sustained price movement observed or deemed possible. Setting max_velocity too small risks β > 1 (superluminal, physically nonsensical); too large pushes everything into the Newtonian regime where γ ≈ 1.

Guarantees

NOT Responsible For

Definition in file beta_calculator.hpp.