Can foreign exchange rates violate Bell inequalities?

TL;DR

This paper discusses the implications of Bell inequality violations in foreign exchange rate data, emphasizing that such violations lack significance unless the universe follows a specific mathematical model.

Contribution

It highlights the importance of the underlying model assumptions when interpreting Bell inequality violations in empirical financial data.

Findings

Bell inequality violations in forex data are not meaningful without a specific model

Empirical violations do not imply non-classical phenomena in finance

The universe's adherence to a mathematical model is necessary for significance

Abstract

The analysis of empirical data through model-free inequalities leads to the conclusion that violations of Bell-type inequalities by empirical data cannot have any significance unless one believes that the universe operates according to the rules of a mathematical model.