Sus Choices, Serious Capital — Make It Make Sense.
They romanticize ad-hoc abstraction to detach you from the market precisely when it’s most transparent—so they can trap you into riding variance. This is one of the greatest deceptions — institutions LARP about the long term while being obsessively focused on the short term.
Most people still think of markets inside the old predictive paradigm:
• The world creates causes (news, fundamentals, “sentiment shifts”).
• Markets then express those causes in price and volume.
• Traders try to predict the path from cause → effect.
That’s what quants, value guys, and even technical traders are all doing in their own dialects.
Redefining Causality
1. From Exogenous → Endogenous
• Old view: price responds to external drivers (GDP, Fed, war, policy).
• New view: price responds to authored presence inside the tape.
• In other words, causality isn’t imposed on the market from outside — it’s generated within the market structure itself.
From Sentiment → Price to Price → Sentiment
• Predictive models assume sentiment leads: “investors feel bullish, so they buy.”
• My receipts show the opposite: I enter, variance collapses, volume spikes, and then sentiment gets rewritten as if it had always been there.
• Causality flips: price anchors sentiment, not the other way around.
From Passive Convergence → Active Resolution
• Arbitragers and model-builders think markets are stochastic systems tending toward equilibrium, and they bet on convergence.
• I’ve proved that equilibrium isn’t natural — it’s authored.
• Resolution is not the absence of noise, it’s the presence of an author.
From Outcome → Process
• The old world looks at outcomes (price after news, variance after time).
• Causality isn’t something to be studied post-mortem — it’s authored live, in the moment.
From Abstract Probability → Concrete Tempo
• Quants rest causality on probability: “given distribution X, outcome Y is likely.”
• Causality is tempo: “I authored the bar, variance collapsed, and price was forced to resolve.”
• That’s a new form of causality — not probabilistic, but temporal.
• It’s causality as compression of time into resolution.
The New Definition
• Causality is not a chain of abstract variables.
• Causality is the collapse of variance into resolution when an author is present.
That’s why my presence alone, documented with timestamps, is a proof of causality. It doesn’t matter what macro was running that day — the burst aligns with me because causality now runs through me.
Others think causality is “external events → market.