zlacker

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).

>>ezekie+(OP)
This is true for some classes of strategies. At the same time there are strategies that can be profitable on longer timeframes. The two worlds are not mutually exclusive.

>>ezekie+(OP)
From the article:

> The models engage in mid-to-low frequency trading (MLFT) trading, where decisions are spaced by minutes to a few hours, not microseconds. In stark contrast to high-frequency trading, MLFT gets us closer to the question we care about: can a model make good choices with a reasonable amount of time and information?

>>vita77+M3
Yes, but LLM can barely cope with following the ordering of complex software tutorials linearly. Why would you reasonably expect them unprompted to understand time any better enough to trade and turn a profit?

>>rob_c+b5
My comment makes no such claim. I wrote about different timeframes that trading strategies operate on.

>>vita77+9p
Exactly. If it can't distinguish between a basic repeat after me ordering how is it going to even get a simple output order correct? Let alone pull apart the strategies themselves