Register · Check 0026 · CIPHER
Does transfer entropy separate causation from correlation at production scale?
Scale is verified at 236 million records; no single result has been written up. A published instrument-level finding would settle it.
Outcome
Unestablished
Published
19 August 2026
Scale is verified at 236 million records; no single result has been written up. A published instrument-level finding would settle it.
Unestablished — so there is no result to publish in full
The apparatus of a complete entry — measurements, an independence table, a reasoning chain — would dress a non-result as a result. This check is listed because the question was asked and the answer has not been reached, which is a state the register is required to be able to express. What is missing is not the write-up. It is the finding.
Check 0031 is the standard a complete entry is held to.
What is established today
- The corpus is 236,734,006 rows of minute and daily bars across spot and futures, so the measurement runs at the scale the question is about. That is a fact about the instrument, not about the question.
- The bias correction it depends on is built and deterministic: raw transfer entropy is non-zero even for unrelated series, and a closed-form shrinkage correction replaced an earlier one that averaged twenty random shuffles. What is NOT built is the validation stage that would audit the leakage defences — so the measurement is careful, and nothing here establishes what it would show.
What would move it to full publication
- 01One instrument-level result: a specific pair of series, at production scale, where transfer entropy separates a causal relation from a merely correlated one — and the same pair analysed by a second method that could have disagreed.
- 02A stated null case. A separation that never fails to appear is not a discriminator, so a pair where the measure correctly reports no relation is part of the evidence, not an afterthought.
- 03The surrogate procedure written down before the result is read, so the significance threshold is not chosen after seeing the answer.