A Heisenberg Uncertainty Principle-Based Volatility Approach for WTI Price Dynamics

Year 2025, Volume: 9 Issue: 4, 2169 - 2188, 27.11.2025

Mustafa Hakan Saldı

https://doi.org/10.25295/fsecon.1694385

Abstract

This study is designed to fill the gap between classical financial models and modern market requirements by applying quantum mechanics principles to the WTI (West Texas Intermediate) crude oil price dynamics. Specifically, the Heisenberg Uncertainty Principle is explored with both a conceptual framework and an applicative real-time scenario to measure and model the volatility of WTI (West Texas Intermediate) crude oil prices. In this context, a novel volatility indicator, which is derived from a quantum mechanics-inspired methodology, centered on the Heisenberg formulation, is proposed. Therefore, the relationship between price position (Δx) and momentum (Δp) is analyzed to demonstrate how this principle, which is formulated as Δ𝑥⋅Δ𝑝≥ℎ/4𝜋 can be adapted to capture the uncertainty and fluctuations of WTI price actions. The recommended volatility indicator offers a unique approach for inquiring price behavior, incorporating both quantum mechanics principles and financial market dynamics. This approach not only enhances predictive accuracy but also provides a deeper insight into market patterns by addressing the chaotic and interconnected nature of modern financial systems. Furthermore, the findings pave the way for developing more advanced trading and risk management strategies tailored to volatile energy markets like WTI.

Keywords

Quantum Mechanics , Heisenberg Uncertainty Principle , Financial Markets Volatility Indicator , WTI Price Dynamics , Price Action Analysis

WTI Fiyat Hareketleri için Heisenberg Tabanlı Bir Volatilite Göstergesi

Abstract

Bu çalışma, klasik finansal modeller ile modern piyasa gereklilikleri arasındaki boşluğu doldurmayı amaçlamakta ve bunun için kuantum mekaniği prensiplerini WTI (West Texas Intermediate) ham petrol fiyat dinamiklerine uygulamaktadır. Özellikle, Heisenberg Belirsizlik İlkesi hem kavramsal bir çerçeve hem de gerçek zamanlı bir uygulama senaryosu aracılığıyla ele alınarak WTI fiyat oynaklığı ölçülmekte ve modellenmektedir. Bu bağlamda, Heisenberg formülasyonuna (Δ𝑥⋅Δ𝑝 ≥ ℎ/4𝜋) dayanan kuantum mekaniği esaslı yeni bir volatilite göstergesi önerilmektedir. Bu kapsamda, fiyat pozisyonu (Δx) ile momentum (Δp) arasındaki ilişki incelenerek bu ilkenin WTI fiyat hareketlerindeki belirsizlik ve dalgalanmaları nasıl yakalayabileceği gösterilmektedir. Önerilen volatilite göstergesi, fiyat davranışını incelemek için kuantum mekaniği prensipleri ile finansal piyasa dinamiklerini bir araya getiren özgün bir yaklaşım sunmaktadır. Bu yaklaşım, yalnızca tahmin doğruluğunu artırmakla kalmayıp, modern finansal sistemlerin kaotik ve birbirine bağlı yapısını da dikkate alarak piyasa örüntülerine daha derin bir bakış açısı sağlamaktadır. Ayrıca, elde edilen bulgular WTI gibi yüksek oynaklığa sahip enerji piyasalarına yönelik daha gelişmiş alım-satım ve risk yönetimi stratejilerinin geliştirilmesine de zemin hazırlamaktadır.

Keywords

Kuantum Mekaniği , Heisenberg Belirsizlik İlkesi , Finansal Piyasalar Volatilite Göstergesi , WTI Fiyat Dinamikleri , Fiyat Hareketi Analizi

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