Has anyone used machine learning to trade?
Create: intraday NN is irrelevant because NN are prone to overlearning, so the stuff becomes even more horrible - actually in reality you don't care which way it moves, as long as it moves: this is why the "big fish". It is like owning the place in Vegas: you don't care about the bets (much less about their substance or "direction"), as long as there are bets.if you really want intraday, think about news.google.com and http://rs2007.limsi.fr/index.php/TLP:Page_12 to automatically tweak the few k base parameters (SVM, associative memory etc).http://www.bbc.co.uk/science/horizon/1999/midas.shtmlOptions, Futures and Other Derivatives, J. C. Hull, Prentice Hall Int’lFinancial Calculus, M. Baxter and A. Rennie, Cambridge University Pressbut the ML part is almost irrelevant: it is not the lever in the leverage (think CDO trade).