| CPC G06Q 40/04 (2013.01) | 19 Claims |
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1. A method for high frequency trading, wherein the method is performed by one or more processors comprising a first processor for pre-processing and a second processor for a machine learning model and the first processor and the second processor are separate hardware, the method comprising:
receiving market data for a target item during a first unit time;
determining a plurality of candidate batch sizes;
calculating a latency for a market order for each of the plurality of candidate batch sizes;
selecting a batch size from among the plurality of candidate batch sizes based on the calculated latency;
generating, by the first processor, input data corresponding to the selected batch size using market data for the target item;
transmitting, by the first processor, the input data to the second processor;
receiving, by the second processor, the input data;
generating, by the second processor, using the machine learning model, prediction data for the target item at a future time point, in the future time of the first unit time, associated with the selected batch size, based on the generated input data; and
generating order data for the target item based on the generated prediction data.
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