We are really quantizsing a flow of market prices, does that make sense? Sure, the market is idiosyncratic, composed of many different flow types which we can combine.
If we have a generator, then we have a adiabatic mapping to generate a yield curve, which we bet against the currency banker's bit error account, which is public. Or bet by default with our S/L accounts, which are whitening.
Great fun, creating financial flows, finding loops and closing them, requantizing other flows, making trading pits and escrow routers. Your get two and three color packing pits, flow subdividers and remappings, sequential finite and bounded contracts. Congestion accounts make easy third color. Multiple ledger systems, liquidity nets we create by connecting up our constructions, but we can also treat the liquidity net as any to any. Spectre compatible contract guaranteed in the instruction cache. Smart card technology. Singularity stuff, lotta fun, everyone should join in.
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