Actually, make that 40+ years. A friend of mine at NIST.gov and I separately wrote some AI code to trade back in the 1980s. We both did well but the effort was a bit high back then. We were/are both statisticians. His specialty was Chaos theory (where the AI was in the chaos so to speak). We were also quite aware of the advantage to people who could plug in their code to execute faster just by speed of light. By then automated trading by the big guys (in NYC) was already underway and we would talk with those guys and some were students of ours. For us it was just an idle hobby. We preferred our work predicting what God would do next (i.e., Science, as Descartes reminded us was a more interesting problem). My friend was ultimately laid off by a Republican Congress...and disappeared. So much for science.