In high-frequency trading (HFT) data, noise isn't the problem. Assumptions are. Every quant team hits the same trap: a preprocessing pipeline that's either too

In high-frequency trading (HFT) data, noise isn't the problem. Assumptions are. Every quant team hits the same trap: a preprocessing pipeline that's either too rigid (overfit to old regimes) or too manual (constant engineer babysitting). Neither holds at HFT scale. This is a representation-learnin…