In 1905, Albert Einstein formulated his seminal model for Brownian motion, the apparently random movement of particles suspended in a fluid.  While this theory was a major achievement, it predicted infinite particle velocities at short times! Two years later, Einstein corrected his mistake, predicting a finite “instantaneous velocity”, but stating that the “experiment is impossible.”In this talk, I will describe our work realizing Einstein’s speed demon with an optical tweezer that uses a laser to trap a tiny glass microsphere and can track its motion on nanosecond time scales. We used this device to verify Einstein’s prediction for short-time Brownian motion in equilibrium, both in air and in liquid. Using information, we implemented feedback cooling of the center-of-mass of a microsphere in vacuum and reached a temperature near 1 mK. We are working on a new generation of experiments that will build on our earlier work to study the onset of viscosity and the arrow of time, requiring a new formulation of the Navier-Stokes equations from an information perspective.  Einstein’s speed demon operating in air and in liquid will enable the realization of a quantum limited acoustic detector, with potential impact on the search for dark matter and cancer therapy.