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