stack_maxiMember
Posts: 1 · Reputation: 52
#1Sep 16, 2019, 11:31 AM
Hey folks,
I've been diving into a new math framework that looks at systemic risk, moving past the old VaR models and using a physics-inspired method (Langevin Dynamics).
The model I came up with, called ART-2D (2D Asymmetric Risk Theory), sees risk as a conserved vector field.
Why this matters for crypto:
The model spots a specific phase transition threshold (Sigma = 0.75). When I tested this against the Terra/Luna collapse data, the indicator crossed that crucial red line five days before the de-peg happened.
This shows that "algorithmic stability" is more than just code; it’s also tied to the thermodynamic limits of liquidity.
The Paper (Free PDF):
https://doi.org/10.5281/zenodo.17805937
I'm an independent researcher funding this work myself. If you think the math can help with your trading or research, any support would go a long way to keep things running.
Support the Research:
BTC: 1CSPztph113vn2xm9aypXyiDNwzaUgKsVa
ETH: 0x8014771dbeAE5b046541b3C07e2EB2cA489C7b78
Can't wait to hear your thoughts on the "Informational Asymmetry" part.