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Comment by short_sells_poo

Fair points. I talked with a couple of HFTs and the general view was that their asymptotic backtests look promising on GPUs but that for most of the liquid markets the latency is way too high - basically confirming what you write.

On niche markets with low liquidity, one doesn't have such tight latency envelopes but those markets also offer more opportunities in general so again there's no real justification to use fancy ML models or GPUs in general.

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