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Special-Relativity-in-Financial-Modeling
Lorentz labels for ordinary moves and price jumps
What it is
A C++ library and command-line tools that apply special-relativistic geometry to price and volume bars. Each bar is scored with a speed against a chosen market speed limit, a Lorentz factor and a spacetime interval, then labeled as an ordinary move or a jump, and the same labels feed a small backtest runner. Quants and students exploring the analogy can start from bundled sample bars or point the validator at any CSV that has close and volume columns. The project treats the mapping as research code: it does not claim that markets obey relativity, and the included strategy comparison is an in-sample illustration without trading costs.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Strategy research, Data analysis |
| Markets | Multi-market |
| Stack | C++20 |
| Learning curve | Steep learning curve |
| Practical value | Low practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 6 days ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): 0 over the period, now 14. Gaps mean no snapshot was taken that day.
C++20 implementation of special-relativistic geometry applied to OHLCV data: Lorentz factors, spacetime intervals, Christoffel symbols, and geodesic deviation signals from live market data. DOI: 10.52
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