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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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Three-way performance comparison across all strategy modes. More...
#include <geodesic_strategy.hpp>
Public Member Functions | |
| std::string | to_string () const |
| Human-readable comparison table. | |
Public Attributes | |
| PerformanceMetrics | raw |
| RAW strategy metrics. | |
| PerformanceMetrics | relativistic |
| RELATIVISTIC strategy metrics. | |
| PerformanceMetrics | geodesic |
| GEODESIC_DEVIATION strategy metrics. | |
| std::string | ticker |
| Ticker symbol (informational) | |
Three-way performance comparison across all strategy modes.
Definition at line 67 of file geodesic_strategy.hpp.
| std::string srfm::backtest::ExtendedBacktester::TripleComparison::to_string | ( | ) | const |
Human-readable comparison table.
Definition at line 29 of file geodesic_strategy.cpp.
| PerformanceMetrics srfm::backtest::ExtendedBacktester::TripleComparison::geodesic |
GEODESIC_DEVIATION strategy metrics.
Definition at line 70 of file geodesic_strategy.hpp.
| PerformanceMetrics srfm::backtest::ExtendedBacktester::TripleComparison::raw |
RAW strategy metrics.
Definition at line 68 of file geodesic_strategy.hpp.
| PerformanceMetrics srfm::backtest::ExtendedBacktester::TripleComparison::relativistic |
RELATIVISTIC strategy metrics.
Definition at line 69 of file geodesic_strategy.hpp.
| std::string srfm::backtest::ExtendedBacktester::TripleComparison::ticker |
Ticker symbol (informational)
Definition at line 71 of file geodesic_strategy.hpp.