In the past 20 years, the global financial system has come to rely more and more on computer-mediated trading practices. Within this larger field, an area that has generated particular interest is high frequency trading, where profits hinge on the speed which algorithms can react to fluctuations in market prices. In a global economic system where activities in Tokyo might affect algorithmic decisions in New Jersey, High Frequency Trading has come up against a fundamental limit of physical reality – the speed of light.

This research-based thesis explores how trading activities have shifted away from human actors on trading floors towards algorithmic actors inside data centers, with a focus on the underlying infrastructure that these electronic trading exchanges rely on - the inherent geography of high frequency trading. This research informs physical and screen-based works that imagine the landscapes our financial data shapes.