Efficient Markets, Value Neutrality and Symmetric Maximum Entropy Principle

We study the relationship between efficient markets, value neutrality and symmetric maximum entropy principle. We find that the efficient market is in the state of maximum information entropy, which means that market prices fluctuate randomly, that value neutrality is in the state of maximum value entropy, and that information symmetry can lead markets to reach efficient outcomes, while the symmetry of resource allocation is bound to lead to value neutrality, both of which mean they are in a symmetric maximum entropy state.