actually, dont kid. Lets assume Information propagates according to some diffusion model, forward only in time, and after some delay affects the price of a giv

actually, dont kid. Lets assume Information propagates according to some diffusion model, forward only in time, and after some delay affects the price of a given stock. Twitter is the perfect feed to match against high frequency stock data to measure each stocks sensitivity to particular kinds of news (location, keyword) So you build a weighted model of what kind of news affects which stocks, and how strongly.. and do algorithmic trading on that statistical arbitrage, and exploit the market not being perfect [thus improving market efficiency]. The engine you get is quite similar to one which acts as a real-time agent looking for twitter activity on topics of interest to you...