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This article argues that practices of gambling and stock-market speculation shaped Marcel Proust's aesthetic imagination. What drew Proust to speculation was not only the thrill of sudden losses or gains, but the experience of mediated connectivity itself. Proust loved the anticipation, gossip, and queer sociability that speculation afforded him, and he mobilized a strategy of wild expenditure calculated to draw others close. Attending to the effects of speculation brings out a new side of In Search of Lost Time, revealing a narrative that foregrounds the pleasures of intimacy at a distance, and stages scene after scene of erotic, aesthetic, and epistemological mis-estimation and surprise.