[chronic7490]

> Truth is, if someone identifies a groundbreaking technique for timeseries forecasting, then they'd be an idiot to tell anyone about it before making their first $Billion$ on the market.

This is correct.

I work in HFT and the industry has been successfully applying deep learning to market data for a while now. Everything from pcaps/ticks to candles.

Why publish your method when it generates $1B+/year in profit for a team of 50 quants/SWEs/traders?

[ckastner]

Are you at liberty to say how high the frequency gets in connection with these models?

I assume the latency is comparably much higher but also wouldn't be surprised if microseconds generally aren't a problem, eg because the patterns detected are on a much larger scale.

[akrymski]

Re candles - even longer term, hourly/daily? Are there actually strategies out there that deliver great sharpe over many years with just time series forecasting? Most hedge funds don't beat the index afaik

[ganzuul]

> Why publish your method when it generates $1B+/year in profit for a team of 50 quants/SWEs/traders?

Do you also believe that megacorporations as the custodians of superintelligence is bad?