Quark banker bot

Dealing with the hyperbolic banker, I want to find more separation dimension in the economy.  So I decide to split the banking network between  base 2 and base 3 network by making the currency banker offer two loan rates and one deposit rate, with the rule that any member bank can choose one of the loan rates but not both.  The lets the currency banker split the member banks into two groups, and each group can bet on the other.  Thus, for a large economy, as the one we have, the banking network can have a revolving account flow, an extra degree of freedom over which prices can equilibriate.

The revolving accounts are the two loan rates in bot, allowing one part of the economy to rotate money into and out of the other part of the economy.  This is going to be part of the banker bot for the US, China, Europe; but for smaller economies, not likely needed. As usual, I cheated, and just borrowed the concept of complex numbers from the math wizards, and using complex numbers keeps money in motion thus letting be further sub-sample the exchanges from Phi to 3/2. I will use the trigonometric or hyperbolic (at a different sample rate)  stability conditions, which yield two complex rate solutions for assets, and one for liabilities.  I think this is how the quarks do it, so I call it quark banking.

My astute readers will note that Euler's number, e = 2.718..., is between 2 and 3. The idea here is to allow our bankers to make a better finite approximation of that number, and this allows more bankers to operate over the network, it becomes dense. But we cannot allow local density as that  removes network connectivity when overlap reduces precision below the bounds of Phi.  Hence, quark bot, segmenting the bankers into two phases, each phase orthogonal to the other.  This will work, and this also helps me understand particle physics a bit better, one of my ambitions in life.

Can I represent this is a jump in my Wythoff Array? Dunno, still clueless and deferring to the pros. Why not let the bankers trample each other and competition separates them?  Not a bad idea, except money still has to measure the trampling process. This is what quark banking does, it measures how well bankers trample there way to 2.718...

Back to optimum congestion

 I started the whole physics thing with that concept, now it is returning. Banker bot will balance deposits with the loan portfolio most out of balance. The effect should be to make deposits more balanced, and have an indirect effect on the second loan portfolio.  Eventually the second loan portfolio rebalances with deposits.  The system should stabilize with optimum divergence between the two loan porfolios until they are complex conjugate quadratic roots.  The idea is one loan portfolio is always in the queue and the banker bot flow has a very small probability of running dry.  At any time, I think, member banks can place their bets in one or the other, but not both, I think. I am still fidgeting with the idea.