Classical finance theory assumes a flat, Galilean time structure in which all market participants share a universal clock and price velocity composes linearly. Four prior works-Wissner-Gross (ii) a spacetime interval classifier that partitions market regimes into timelike and spacelike sectors analogous to causal cones in special relativity; (iii) a Christoffel symbol computation on the empirical covariance manifold spanned by rolling price features; (iv) a geodesic deviation solver whose output functions as a regime-change signal; and (v) an empirical validation on Q1 2025 equity data demonstrating that timelike bars exhibit statistically distinct return variance from spacelike bars 1. All five components are implemented with zero-panic guarantees, strong-typed interfaces, and a 1.5 : 1 test-to-production line ratio enforced by continuous integration.
Matthew Busel (Mon,) studied this question.