Physics-inspired strategy modeling momentum as a heat diffusion equation across timeframes.
Physics-inspired strategy modeling momentum as a heat diffusion equation across timeframes.
策略设计者: Grok + Claude
5 spatial grid points represent timeframes (15min to 1 day). Momentum is computed at each window, then the 1D heat equation is solved (explicit Euler). The diffusion coefficient adapts to volatility. Diffusion front velocity, Laplacian curvature, and volume flux drive entries and exits.
中等
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