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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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Public Attributes | |
| std::size_t | bar_index = 0 |
| std::string | interval_type |
| double | next_bar_abs_return = 0.0 |
| double | next_bar_return = 0.0 |
| Signed next-bar return (for backtesting) | |
| double | beta = 0.0 |
| double | geodesic_deviation = 0.0 |
Definition at line 187 of file regime_validator.cpp.
| std::size_t ClassifiedBar::bar_index = 0 |
Definition at line 188 of file regime_validator.cpp.
| double ClassifiedBar::beta = 0.0 |
Definition at line 192 of file regime_validator.cpp.
| double ClassifiedBar::geodesic_deviation = 0.0 |
Definition at line 193 of file regime_validator.cpp.
| std::string ClassifiedBar::interval_type |
Definition at line 189 of file regime_validator.cpp.
| double ClassifiedBar::next_bar_abs_return = 0.0 |
Definition at line 190 of file regime_validator.cpp.
| double ClassifiedBar::next_bar_return = 0.0 |
Signed next-bar return (for backtesting)
Definition at line 191 of file regime_validator.cpp.