[howlin]

> If your neural net (haven't actually met anyone who uses these in trading) takes 5ms to make a prediction that'll lock you out of a whole lot of trading opportunities/strategies.

Let's say you have trading opportunities once every 100ms. They need to be acted upon within 2ms or they vanish.

You don't have the time budget to run a NNet every time the state of the market changes. You can, however, train a NNet to output a very small decision tree that can run in under 1ms. The NNet can then decide which "micro-strategy" in the form of a much faster and more reactive decision tree is more appropriate for the current market context.