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Using Cheyenne/Lakota methods, you are able to mount your cavalry more quickly, which trains them faster.
In-game description

Cheyenne Horse Trading (Lakota Horse Trading prior to The WarChiefs) is a technology in Age of Empires III that can be researched at a Trading Post built on a Cheyenne (Lakota before The WarChiefs) settlement. Once researched, it reduces the training time of cavalry and light infantry by 25%. In The Asian Dynasties, this technology also reduces the training time of Forbidden Army by 25%, as well as Standard Army, Mongolian Army, Ming Army, and Imperial Army by 12%.

Strategy Edit

Cheyenne/Lakota Horse Trading is a must have in Treaty or Deathmatch games, especially for civilizations which possess unique cavalry units such as the Spanish Lancer, French Cuirassier, and Russian Oprichnik.

In The WarChiefs, Sioux benefits greatly from Cheyenne Horse Trading; with the Riding School card and Fertility Dance, they can quickly field their powerful cavalry.

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