FALSE ASSUMPTION: 🚫 Portfolio and option ”greeks” are predictable (α, β, Δ, Θ, Γ, ν, ρ, etc) → ✅ FACT / Our Hypothesis = Crypto catastrophically violates all core assumptions behind greeks
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Hypothesis H10037
False assumption:
🚫Portfolio and option ”greeks” are predictable (α, β, Δ, Θ, Γ, ν, ρ, etc)
Fact / our hypothesis:
✓ Crypto catastrophically violates all core assumptions (stationarity, liquid markets, predictable relationships, etc) → parameters aren't just "a bit noisier" - they're fundamentally unreliable and can change by orders of magnitude within hours.