This is exactly what some quant funds like RenTech and DE Shaw have done—they look for data sets that show signals before they hit the market. You can view a t

This is exactly what some quant funds like RenTech and DE Shaw have done—they look for data sets that show signals before they hit the market. You can view a traditional market as a process where information from the real world flows in, and people can either make money by predicting how others will react to that information, or reacting slightly faster (HFT), or understanding the patterns the information tells you (e.g. stat arb). But even better if you can get the information before they hit the markets, hence the search for more and more data sets that have predictive value. This changes the actual market (the exchange) from the place where prices changes reflect different sets of participants' views being hashed out (the market is performing information processing mediated by price signals), to one where the actual predictive signals are monopolized by private parties before they hit the market. But note that this is exactly the path that the large tech platforms' ad exchanges have gone down as well. The price per click/conversion of a user and the outcomes of real-time bidding are hidden from everyone except the particular participants of the transactions; we're moving from a world where public markets (no matter their limitations) reflect the sum of public information in real time, to one where the thinking and computation are moved into hidden platforms. At some point, of course, some bright person is going to create an exchange/marketplace for data signals, and then the financialization/reification of another abstraction will take place.