Full-Stack Market Intelligence — Live or Synthetic Data

Transaction Clock Dashboard

Every price series is transformed through the transaction clock Θ(t) = ∫|G(s)|ds, replacing calendar time with accumulated gain-loss intensity. The monetary derivative dP/dΘ normalises velocity by activity — quiet periods are amplified, volatile ones compressed. The spectral interference panel compares the real series against a theoretical subordinated Brownian motion at the same volatility: constructive patterns (teal) show where model and market align; destructive (coral) show where the framework sees structure the conventional view misses.

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