Has anyone used machine learning to trade?
steveplace: The majority of people who have responded to you with various pieces of opinion/information forgot to answer this question:Does anyone have any experience in doing this?So take everything with a grain of salt-- there seems to be a lot of advice going around by people who don't have skin in the game-- especially those who say it can't be done. Unless they've put money down to test this, then their opinion should be discounted.For those saying commissions are to high for a shorter term timeframe: trading has been commoditized. Lightspeed offers .40 per lot, and IBKR offers around that given a certain amount of trading volume. Forex brokers make money off the spread, and so the commission that you pay is only from the bid ask. Since you are trading small amounts, you will get hit on the comission structure, but if you pay per share rather than per trade it won't hurt as bad. You also might want to look into equity futures as well-- very liquid, good tax advantages, and good commission structures.Biggest thing about small sizes is that you're subject to the pattern daytrader rule-- you can't make >3 intraday trades if your portfolio is <25k. SEC rules.I'm a discretionary trader, and not a system trader. I am currently developing some systems to go live but they are not ready as of yet.I also know of many who are quants, and it's possible and profitable.