Let's assume your algorithm moves the market: 1) This is not a big problem: Lots of machine learning and control theory involves dealing with feedback loops. 2)

Let's assume your algorithm moves the market: 1) This is not a big problem: Lots of machine learning and control theory involves dealing with feedback loops. 2) If it moves the market in a predictable way, you can use this to make money. The Western world is capitalist, not a Platonic ideal. Even if you strongly feel that people should have different reasons to invest, you will not be able to sway them (unless you can show that your alternative makes them even more money). If you claim that long-term outperforming of the market is highly unlikely, you contribute outperforming to short-time flukes: The stock market is essentially unpredictable or in perfect equilibrium. Unpredictability implies all these hedge funds would do better consulting random number generators, instead of well-paid quants. Equilibrium implies the current market is operating at maximum efficiency, yet one currently makes money by exploiting non-equilibrium and erroneous evaluations.