[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.

[quantumofalpha]

GPUs are too slow for HFT trading, yes. Deep neural networks in general do work in this domain, people do use them, but the stuff that you can profitably deploy into production is not going to be your vanilla garden variety neural networks, there's a lot of extra engineering required to make it fast enough.