Regarding ML in high frequency trading, I’m not sure there is a significant impediment. What one would do there (and maybe someone already does?) is use ML to control the parameters of, and ultimately design from scratch, the algorithms that do the trading itself (so that the ML runs with high latency in the background while the algorithms operate in real-time).
These are interesting contrarian comments.
Regarding ML in high frequency trading, I’m not sure there is a significant impediment. What one would do there (and maybe someone already does?) is use ML to control the parameters of, and ultimately design from scratch, the algorithms that do the trading itself (so that the ML runs with high latency in the background while the algorithms operate in real-time).