Overview
The State Encoder Visualizer demonstrates the transformation of traditional OHLC (Open, High, Low, Close) candlestick data into quaternion representations. This encoding preserves the geometric relationships between price movements while enabling advanced mathematical analysis.
Mathematical Foundation
Quaternion Encoding
Each candlestick is encoded as a unit quaternion:
q = w + xi + yj + zk
Where:
**w**: (Open - Close) / Open (normalized price change) **x**: (High - Open) / Open (upward movement ratio) **y**: (Open - Low) / Open (downward movement ratio) **z**: Volume / Average_Volume (volume intensity)
Normalization Process
The quaternion is normalized to unit length:
||q|| = √(w² + x² + y² + z²) = 1
This ensures geometric consistency and enables rotation analysis.
Visualization Components
1. Input Panel
Real-time OHLC data display Candlestick chart visualization Volume histogram Data source controls
2. Quaternion Space
4D quaternion components (w, x, y, z) Unit sphere projection Rotation axis visualization Magnitude indicators
3. Geometric Interpretation
3D rotation visualization State trajectory tracking Similarity clustering Pattern recognition highlights
4. Analysis Tools
Historical comparison Statistical measures Pattern matching algorithms Export capabilities
Interactive Features
Real-Time Processing
Live data feed integration Instant quaternion computation Dynamic visualization updates Performance metrics display
User Controls
Time range selection Data source switching Visualization parameters Analysis tool toggles
Export Options
Quaternion data export (CSV, JSON) Visualization screenshots Analysis reports API integration code
Applications
Quantitative Analysis
Market regime identification Volatility pattern analysis Cross-asset correlation studies Risk management applications
Algorithmic Trading
Signal generation algorithms Pattern recognition systems Market timing strategies Portfolio optimization
Research Applications
Academic research support Market microstructure analysis Behavioral finance studies Computational finance development
Technical Implementation
Performance Optimization
WebGL-accelerated rendering Efficient quaternion operations Memory-optimized data structures Real-time processing pipeline
Browser Compatibility
Modern browser support WebGL fallback options Responsive design Touch interface support
Getting Started
1. **Select Data Source**: Choose from live feeds or historical data
2. **Configure Parameters**: Set time ranges and analysis options
3. **Observe Encoding**: Watch OHLC data transform to quaternions
4. **Analyze Patterns**: Use built-in tools to identify market patterns
5. **Export Results**: Save data and visualizations for further analysis
Advanced Features
Custom Indicators
User-defined quaternion transformations Custom similarity metrics Personalized pattern libraries Algorithm backtesting tools
Integration Options
REST API access WebSocket data feeds Third-party platform integration Custom data source support