This case study documents the development and live testing of an AI-driven trading model designed to operate on high-frequency market data. The goal was not price prediction in the traditional sense, but exploiting short-lived inefficiencies in market structure — specifically, how liquidity and order flow evolve before price reacts. The model was tested in real-market conditions with real capital.Core IdeaThe central assumption behind the model was simple:Price is a consequence, not the signa...

This case study documents the development and live testing of an AI-driven trading model designed to operate on high-frequency market data. The goal was not price prediction in the traditional sense, but exploiting short-lived inefficiencies in market structure — specifically, how liquidity and order flow evolve before price reacts. The model was tested in real-market conditions with real capital.Core IdeaThe central assumption behind the model was simple:Price is a consequence, not the signa...