Obviously, markets are not efficient. I believe they are such not by nature but because our understanding is not deep enough. We do not use some market mechanisms that could make it efficient. There are a lot of things to understand and develop.
Presence of inefficiency means presence of opportunities. If something is mispriced then one can perform operations, make profit and move market to a more efficient state.
We can improve our understanding of a market, find what is not right, use this and make market more efficient.
Here I present my ideas of what may be not right or not fit.
If you find some idea interesting, please feel free to contact me.