"Predicting the future without a causal understanding of the system is epistemologically questionable."
That is an intriguing assertion, but it is circular. One can only demonstrate a causal understanding of a system by making usefully accurate predictions about the system's behavior.
To attempt that with a system consisting of market prices of tradeable securities is an exercise in frustration, because such markets do not operate by consistent, unchanging causal rules. In fact, financial markets are not systems at all in the usual sense, because their parts and connections are continually changing.
So obviously variables should be able to have more than one name: a long one and a short one. SQL offers the ability to define an alias name.
Unfortunately that would be a kind of kitchen sink feature that no standards committee is likely to accept. As a substitute, one could create a variable with a long name, then put the value into another variable with a short name, but that could be confusing unless very clearly noted in a comment.
I offer the following idea as both useful and general.
Beliefs, or articles of faith, may be defined as intrinsically untestable assertions. Under that assumption, people can and should feel at liberty to maintain whatever beliefs they like. Their beliefs need be of no concern to anyone else, as they can never have any consequences. For if a belief had definite consequences, it would be testable, contrary to our assumed definition.
As an example, suppose I assert a belief that the world was created 6,000 years ago, and that God at that time laid down the fossil record and all the related evidence which has made scientists believe in geological history and biological evolution. My belief should bother no one, as it is untestable and has no observable consequences.
Continuing the example, if I later throw a stone at a scientist who fails to share my belief, that action of mine must stand on its own. It cannot be ascribed to my belief. "I believed that I must..." is rightly not an acceptable argument in any court.
That is an intriguing assertion, but it is circular. One can only demonstrate a causal understanding of a system by making usefully accurate predictions about the system's behavior.
To attempt that with a system consisting of market prices of tradeable securities is an exercise in frustration, because such markets do not operate by consistent, unchanging causal rules. In fact, financial markets are not systems at all in the usual sense, because their parts and connections are continually changing.