METHOD AND SYSTEM FOR HIGH FREQUENCY TRADING

A method for high frequency trading is provided, which is performed by one or more processors, and includes calculating a latency for a market order for each of a plurality of candidate batch sizes, selecting a batch size from among the plurality of candidate batch sizes based on the calculated latency, generating input data corresponding to the selected batch size using market data for a target item, using a machine learning model, generating prediction data for the target item at a future time point 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.