The cut throat competition among industrial investors to quickly evaluate an emerging trade reality, and render a nano-fast buy/sell decision, creates an unfair advantage in favor of the rich traders who built the infrastructure that makes micro second advantages tilt the trade. They also restrict even the fastest algorithms to shy away from in-depth analysis. All in all, the ultra fast trading practice undermines the great utility of the stock market — allowing wisdom of crowds to allocate national resources. This detrimental competition can be alleviated by setting up an accumulation interval in which a variety of traders list their buy/sell wishes, and then a high-quality randomizer ranks the transaction requests. The longer that interval, the more smaller computers will be counted in, and the stock will move in a way that reflects the cumulative knowledge of the traders, not the private database (even if it is big data) of the fastest trader. Another example how randomness, network, and crowds coagulate to something wonderful. Read:

Physics in Finance: Trading at the Speed of Light, Nature Mag Feb 2015.
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