Authorship Begins Where Forecast Ends

Markets are modeled through abstractions—averages, distributions, valuations, correlations.

They’re representations of what might happen if no single cause dominates.

Yet let’s center around causation—on the fact that every observable move originates from a sequence of real actions at a definable moment.

When you focus on cause:

you look for the initiating pulse that shifts flow, you measure its propagation through the auction or the voting system, you treat each subsequent reaction as consequence rather than coincidence.

When you focus on abstraction:

you step back, blur the timeline, and call the resulting pattern “probability.”

It’s the same with the weather.

The atmosphere operates through strict physical causality—pressure differentials, temperature gradients, wind shear, moisture.

But because we can’t measure every molecule in motion, meteorologists model the unobservable gaps with abstractions: grids, averages, probabilities.

A forecast that says “70% chance of rain” is just an averaged map of incomplete causes.

Markets work the same way.

Every tick is causal—a trade placed, matched, and cleared.

But because we can’t see every order, every intent in real time, we smooth the unseen with probability.

And the moment a cause can be isolated and shown to be repeatable, the abstraction loses authority.

At that point, forecasting gives way to authorship.

Because markets aren’t metaphors for randomness—they’re chains of causation, and authorship is simply the ability to act at the moment the weather changes.