I hope to not come off as too critical, but there's a ridiculously wide margin between this and what trading firms in the low latency space do. I don't know of

I hope to not come off as too critical, but there's a ridiculously wide margin between this and what trading firms in the low latency space do. I don't know of a single firm that's successful in the time horizon that a lot of pseudo-HFT systems operate in. (The 10ms-3s range) And that's assuming an ideal fee situation... Most of the people ignoring the LL arms race target RV opportunities on the 30s+ range. This involves taking a pretty big step back from microsctructure/toxicity models.