Has anyone used machine learning to trade?
physcab: Can't you just download a historical set and use that to test whatever algorithms you think you would use?  Then when you are confident enough in their performance, you can take the risk?  I wouldn't say it would be a complete waste of time because you would be sure to learn something.  If you think you can realistically make money--well then, that's a different question that I wouldn't be fit to answer.