SymC Market Physics: Stability Boundaries in Price Formation, Liquidity Flow, and Market Microstructure

This repository contains the SymC application to economics and financial market dynamics. Here, the universal stability boundary χ = γ/2|ω| is applied to order flow, liquidity cycles, volatility clustering, regime shifts, and failure cascades in market microstructure.

The SymC framework models financial markets as adaptive systems driven by competing elastic (reversionary) and inertial (trend/flow) forces. Market stability, price efficiency, and crash onset correspond to transitions across the χ boundary—mirroring the same underdamped and overdamped modes observed in biological regulation, seismic cycles, and quantum systems.

Included Papers

• SymC Market Physics (v1): Derives real-time χ-based indicators for market stability, failure detection, and liquidity stress.
• Cross-domain Theory Backbone: Inheritance rules connecting market substrates to physical, biological, and cognitive stability processes.

Key Contributions

• A χ-governed stability variable for market microstructure
• A physics-based model of liquidity, order-book shape, and flow imbalance
• A mechanism for instability formation, bubble amplification, and crash onset
• A universal stability framework linking economic dynamics to natural systems

Purpose of the Repository

This space organizes all SymC economic and financial work, enabling researchers to explore:

• market stability boundaries
• liquidity phase transitions
• volatility and feedback loops
• failure precursors and critical cascades
• cross-domain adaptive behavior

All work is open-access, cross-referenced, and designed for reproducible economic research built on physically grounded stability principles.