Experimental Framework: Price–Volume Coupling via ODE Transforms in SQL

quantiota · October 24th, 2025, 1:59 pm

Hi,
This note presents an experiment exploring the geometric coupling between price and relative volume at tick level.
An ordinary differential equation is implemented entirely inside QuestDB, generating a phase variable θ whose projections cos θ and sin θ form a real-time phase portrait of market flow.
The observed alignment between price and the cosine–sine phase portrait arises only when relative volume evolves coherently, indicating a true geometric coupling between price and volume rather than coincidence.
During price collisions, the portrait and price align — a clear signature of structural coherence.