{"id":45986301,"url":"https://github.com/konvsys/quantitative-kinematics-trading","last_synced_at":"2026-02-28T19:00:49.551Z","repository":{"id":341222383,"uuid":"1169355278","full_name":"konvsys/quantitative-kinematics-trading","owner":"konvsys","description":"Institutional-grade market regime decoding via Savitzky-Golay Kinematics and Hidden Markov Models (HMM). 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In a non-stationary system like the limit order book, averaging past data creates a terminal phase lag. By the time your indicator signals a \"trend,\" the institutional move is already exhausted.\n\n## The Solution: Market Physics\nThis repository demonstrates a **Kinematic approach** to price action. Instead of treating price as a series of static candles, we treat it as a continuous physical object in motion.\n\n### Core Mathematical Pillars:\n* **Savitzky-Golay Filtering:** Replacing lagging MAs with polynomial-fit derivatives to extract instantaneous **Velocity ($v$)** and **Acceleration ($a$)**.\n* **Causal Hilbert Transforms:** Utilizing reflective padding to extract the instantaneous phase of the market cycle without \"end-point repainting.\"\n* **Shannon Entropy ($H$):** Measuring the Information Density of the signal to identify High Chaos environments where trend-following is statistically suicidal.\n* **Hidden Markov Models (HMM):** A Bayesian framework that synthesizes Kinematics and Entropy to decode the hidden structural regime of the market (e.g., *Bull Drift* vs. *Kinematic Dip*).\n\n---\n\n## 🔬 High-Performance Research\nThe logic in this repo is a subset of the **Impulse-X Engine**, a high-speed terminal environment optimized for disciplined traders who require objective math over gut feelings.\n\n### Performance Characteristics:\n* **Strictly Causal:** No look-ahead bias. No repainting.\n* **Signal Demodulation:** Separating structural alpha from high-entropy noise.\n* **Regime Awareness:** Automatically adjusting bias based on the HMM transition matrix.\n\n---\n\n## 📘 Deep Dive Documentation\nFor the full mathematical derivation, LaTeX frameworks, and terminal implementation specs, visit the official hub:\n\n👉 **[Impulse-X Documentation \u0026 Technical Manual](https://konvsys.github.io/impulse-docs/)**\n\n---\n\n📊 TradingView User? I've included a free Pine Script version of the Kinematic Velocity engine. Copy the code from the /pinescript folder and paste it into your editor.\n[Secure your Alpha Seat on Gumroad](https://konvolut.gumroad.com/l/wjtou)\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fkonvsys%2Fquantitative-kinematics-trading","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fkonvsys%2Fquantitative-kinematics-trading","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fkonvsys%2Fquantitative-kinematics-trading/lists"}