You don't actually need nanosecond latency to trade effectively in futures markets but it does help to be able to evaluate and make decisions in the single-digit milliseconds range. Almost no generative model is able to perform inference at this latency threshold.
A threshold in the single-digit milliseconds range allows the rapid detection of price reversals (signaling the need to exit a position with least loss) in even the most liquid of real futures contracts (not counting rare "flash crash" events).
A threshold in the single-digit milliseconds range allows the rapid detection of price reversals (signaling the need to exit a position with least loss) in even the most liquid of real futures contracts (not counting rare "flash crash" events).