financial-conservation

Financial market conservation analysis — stock correlation networks, sector graphs, and conservation of market attributes under stress.

Builds correlation networks from stock price time series. Measures conservation of market attributes (sector membership, volatility, market cap) on the correlation graph. Tests whether conservation drops during market stress events (crashes, regime changes).

What This Gives You

• Synthetic market simulation — correlated returns with sector structure
• Correlation networks — sliding-window Pearson correlation as edge weights
• Conservation of sector — how well does the graph preserve sector identity?
• Stress testing — inject market crashes and measure CR response
• Regime detection — conservation drops as early warning signal
• Multi-asset comparison — stocks, commodities, crypto correlation structures

Quick Start

pip install numpy matplotlib
python financial_conservation.py

How It Fits

Part of the SuperInstance ecosystem:

• regime-detection — Regime change detection
• financial-conservation — Financial market spectral analysis (this repo)

License

MIT