What if you just accept algorithmic trading, and allow companies to upload an &quot;agent&quot; that handles trades for them?<p>Each agent, running on a standardized VM, can be given the same amount of CPU cycles, the same standardized data feed, and logically run in the same time slice. Companies can add real time data to the feed, but it is also available to everyone else. Private data is delayed by a second or so, as are new agent uploads.