How is high frequency trading affected by systemaccounting?

A:

If the rate at which information is accessed increases in value because the supply of valuable information does not increase, then count on a technology that produces an abundance of valuable information to eliminate this constraint.

The ability to profit from differences in prices measured by traders in the same time-coordinate eliminates the incentive to reduce the cost of production, and subsequently, the cost of consumption. While many private equity businesses, hedge funds, and other institutional firms profit by employing complex trading algorithms, these algorithms ultimately owe their value to extensive use of mathematically-trivial, conditional logic intended to reconcile short-lived patterns between systems sustained by high entry barriers.

Systemaccounting supplies the following condition as a public service, "Every user is at least as insightful as the system's most capable applied-mathematician." As the mathematically-adept are enlisted to automate away for the public whatever trivial logic was once used against them by "captains" of finance, even the most unschooled user will immediately understand where to locate opportunity—and how to avail themselves of it, if they so please, because needlessly-complex jargon, scripting, and relationship-brokering is replaced by real-time, path-optimizing, visually-efficient data. Meanwhile, those who prided themselves on their bottom-feeding of economy activity within the flow of information & time will be forced to test the physical value of their technical acumen. Consumers under guard by an applied mathematician who refuses to permit trivial logic from sustaining activity not kosher for a growing population will find their only option is to produce math that reveals how arbitrage may be secured by transforming x, y, & z through t.

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