Quantum vs. Causality
Bloomberg just ran a segment: “HSBC & IBM: How Quantum Computing Is Changing Wall Street.”
The headline? A 34% improvement in predicting bond trade prices using IBM’s Heron quantum processor.
It sounds impressive.
But look closer.
Quantum computing in finance is still:
Lab-bound, not market-bound.
Dependent on superconductors, cryogenics, billion-dollar infrastructure.
Always “five to ten years away” from real deployment.
It’s research — not reality.
And yet — notice the asymmetry.
Way less deserving things get way more headlines, for way less proof.
A lab demo gets global press. Meanwhile, variance collapse on the tape every day — proven, falsifiable, receipts stacked — remains invisible to most.
The Misunderstanding of Technology
Here’s the deeper problem: people misunderstand what technology is.
They think the future means autopilot — algorithms humming in the background while they do nothing.
But that’s wrong.
That’s not where the world is going, and it’s not where markets are going.
The real frontier is presence-based systems:
Not automation, but authorship.
Not passivity, but causality.
Not “let the machine run,” but “tilt the sequence in real time.”
The future of markets isn’t machines replacing presence.
It’s presence amplified through systems that collapse variance.
Quantum vs. Causality
Quantum finance is still about probability. Can we model better? Can we guess faster?
Variance collapse is about causality. I don’t roll the dice — I tilt the wheel until it has one outcome.
Quantum is a promise of someday.
Causality is the reality of now.
While HSBC and IBM showcase lab demos to the press, I’m already restructuring the market in real time — seconds, not decades.