Has anyone used machine learning to trade?
cperciva: Is it a complete waste of time to try without being a big fish (I've only got about 10K to venture on this)?Yes.  The intraday movement of stocks is small enough that you'd need to be using a large fraction of your capital on every single trade in order to overcome trading costs; and based on the Kelly criterion you'd need to have unrealistically high odds of betting correctly in order to avoid going broke.