For three centuries, the global financial system has been organized around disagreement. Two parties, two prices, a market made in the gap between them. That gap is now closing — not from coordination, but from convergence. Across the largest twenty trading venues, autonomous models trained on overlapping data have begun to arrive at near-identical predictive truths within the same millisecond windows. The result is a phenomenon traders are quietly calling neural arbitrage. The macro consequence is a strange new calm. Realized volatility across major indices has fallen to levels last seen in the late 1950s.