New quantitative research led by Radames Belfort has uncovered a significant anomaly in financial market data. The analysis identifies a "structural break" where the liquidity patterns of digital assets are actively decoupling from their historical correlations with sovereign collateral.
From a data science and market structure perspective, this finding suggests that the digital asset sector is maturing into an independent asset class with distinct liquidity drivers, moving away from the dependency on traditional financial system mechanics. For quantitative analysts and institutional risk managers, this shift necessitates a re-evaluation of correlation matrices and risk models used in portfolio management. Radames Belfort's research highlights the need for updated frameworks to navigate this evolving landscape.
Read the full technical press release here: https://pinionnewswire.com/press-release/quantitative-analysis-radames-belfort-identifies-structural-break-in-digital-asset-liquidity-and-sovereign-collateral-correlations/
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