Advancing the frontiers of chaotic dynamic systems, empirical market physics, and algorithmic behavioral governance. Home of the Sepaul Phase-Space Attractor Model and the Retail Self-Destruction Index (Ω).
Este artigo introduz uma formulação quantitativa original que conecta a teoria dos sistemas dinâmicos caóticos, o espaço de fase reconstruído de séries temporais financeiras e a microestrutura de mercado adversarial. Demonstra-se matematicamente que a linha Tenkan-sen (Tt) atua como um atrator determinístico estrutural de curto prazo retroalimentado pela ineficiência e viés cognitivo do fluxo de varejo (efeito disposição e aversão à perda assimétrica). Apresenta-se a dedução formal da deformação elástica (Δt), a fita harmônica WMA 14/35/137, a parametrização de regimes via Expoente de Hurst (H50) e a formulação do Índice de Autodestruição Varejista (Ωt).
Reconstruction of financial phase spaces via Takens' Embedding Theorem. We mathematically model technical benchmarks not as static filters, but as energetic equilibria acting as thermodynamic vortices.
Formal mathematical modeling of retail order flow biases—Disposition Effect, Asymmetric Loss Aversion, and late momentum chasing—as the entropic biomass feeding institutional liquidity pools.
Triple-tier linearly weighted moving average manifolds (WMA 14, 35, 137) calibrated to microstructural order flow velocities, isolating true trend expansion from stochastic range compression.
The Non-Prescriptive Risk Doctrine: eliminating predictive signals to prevent dopamine-fueled overtrading. The engine serves strictly as a real-time behavioral mirror with automated cognitive quarantines.
SunriseRMGR is a high-performance, low-latency execution and forensic auditing cockpit built in native Rust. It operates as an impenetrable black box, computing all non-linear dynamics, Hurst exponents, and Ωt metrics server-side in under 10 milliseconds.
Independent researcher specializing in non-linear dynamical systems, chaotic attractors in financial microstructures, and behavioral risk engineering. Creator of the Sepaul Phase-Space Attractor Model, the Retail Self-Destruction Index (Ω), and the SunriseRMGR institutional governance framework.