Information Geometry of Financial Markets: Deriving Market Constants from 5+5+1 Dimensional Geometry

We apply the 5+5+1 dimensional information geometry framework to financial markets, treating markets as groups of observers interacting with information. This interaction creates structural inefficiency quantified by |L|² = 1 - e⁻³ = 95.02%, representing the maximum possible market efficiency. Key Results (Zero Free Parameters): Market efficiency ceiling: |L|² = 95.02% Permanent alpha source: (1 - |L|²) = 4.98% Recovery rate: φ² = 38.2% (Moody's: 37-40%) Safe withdrawal rate: (1 - |L|²) = 4.98% (Trinity Study: 4%) Equity risk premium: 6.3% (Ibbotson: 5.9-6.0%) Loss aversion: φ⁻² = 2.618 (Kahneman-Tversky: 2.25) GARCH persistence ceiling: |L|² = 0.95 (Observed: 0.90-0.99) Taylor Rule coefficients: (φ⁻¹, φ²) = (1.618, 0.382) Validation: 8/8 key predictions match independent empirical data. This framework derives from the unified physics theory (DOI: 10.5281/zenodo.18151172), applying the same geometric principles that derive fundamental physical constants to financial observables.