Site Dictionary

A | B | C | D | E | F | I | L | M | P | R | S | T | W

A

• Aliasing — Distortion in conventional time-based charts caused by calendar mismatches and irregular sampling of market data.

B

• Beat Frequencies — Interference pattern created when two waves with slightly different frequencies overlap, producing a slower modulation visible in market price action.

C

• Calendar-Corrected Time Base — Time scale that removes distortions introduced by the traditional Roman calendar (weekends, holidays, varying session lengths).
• Constructive Interference — When overlapping waves reinforce each other, appearing as strong trends or aligned spectral lines.

D

• Delta (Real-Time Delta) — Scalar value between -1 and +1 derived from the Laplace transform that indicates the instantaneous direction and strength of the dominant wave at a given price level.
• Destructive Interference — When waves cancel each other, resulting in consolidations, pauses, or reversals in price.

E

• Elastic Waves / Transaction Waves — Waves generated by individual market transactions that propagate and interfere in the conceptual elastic medium of the market.

F

• Fringe Distances — Calculated distances between interference fringes (beat wavelengths) used to measure relationships between overlapping transaction sets.

I

• Interference Pattern — The observable market structure resulting from the superposition of multiple transaction waves (analogous to Moiré patterns).
• Itō Calculus — Stochastic calculus framework used in traditional finance for modelling random processes (contrasted with the reversed Laplace approach).

L

• Laplace Transform (Reversed Variables) — Core mathematical tool in Financial Interferometry where price (or log price) is treated as the independent variable and time as the dependent variable.

M

• Moiré Patterns — Visual and mathematical interference that appears when two similar periodic patterns overlap at a slight mismatch — the central analogy for market behaviour.
• Money as Light — Foundational analogy: capital flows obey the same physical wave and interference laws as light.

P

• Projected P&L Curve — Integrated energy trace along a single coherent spectral line, providing a forward projection of potential profit/loss.

R

• Random Walk Hypothesis — Traditional model rejected in favour of deterministic interference patterns caused by wave superposition.
• Roman Calendar Problem — Fundamental aliasing issue caused by using an ancient calendar system for modern high-frequency financial data.

S

• Spectral Lines — Coherent component frequencies revealed when composite price action is dispersed using stepped log contour charts.
• Stepped Logarithmic Contour Charts — Primary visualisation tool that uses a stepped log price scale and calendar-corrected time to reduce aliasing and reveal wave structure.
• Stochastic Differential Equations — Traditional modelling approach contrasted with the deterministic wave interference framework.

T

• Transaction Waves — See Elastic Waves.

W

• White Light Analogy — Composite market motion before dispersion into individual spectral components (like white light through a prism).