Publication: Event Detection and Latency Analysis in High Frequency Trading Dashboards
Type:
Article
Date
2025-10-10
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Department of Mathematics and Statistics, Faculty of Humanities and Sciences, SLIIT
Abstract
High frequency trading relies on millisecond-level decisions, where profitability is strongly influenced by both market responsiveness and system latency. Traditional dashboards offer real-time visualizations but fall short in detecting abrupt regime shifts or quantifying latency. This study presents an AI-aided Market Pulse and Latency Panel that integrates candlestick pattern recognition, change point detection and latency measurement into a unified dashboard. The system detects technical patterns, identifies structural market shifts, and quantifies infrastructural bottlenecks. Experimental results demonstrate that the panel enhances situational awareness by combining event detection with latency analytics, providing traders with actionable insights for strategy adjustment and infrastructural optimization.
Description
Keywords
Event Detection, High Frequency Trading, Candlestick Pattern Recognition, Latency, Change Point Analysis
