true, you want microsecond decisions at the core, no doubt ; but that’s only half the game. an ideal action in clean memory isn’t the same once it hits fragmented liquidity, stale quotes, partial fills. if the algo doesn’t account for execution drift or book pressure post-placement, the microsecond edge fades fast. so yeah, fast compute’s necessary but not sufficient without modelling the messy tail end too
This is also why we make the strong argument of why this method is useful mainly for backtesting new parametrizations or forecasts. Actually trading live below the second-mark, currently does not seem to be very beneficial on the continuous intraday market (even in a sterile backtesting scenario).
