Has anyone used machine learning to trade?
johnwatson11218:  I just want to add that I read some of the Turtle Trader books and one more on Trend Following. The last book finally got across to me the point that the trend followers used computers and math not to try and predict where the markets were headed but rather to try and classify markets as rising, falling, or side to side. Their theory is that once a market has a direction it is likely to keep that direction - until it changes.This is very different from most of the stuff I read about with neural nets. In most of the other books the idea to try and predict when markets are over sold or about to change so that you can be in on the ground floor.I'm doing a webapp about card counting at black jack and the trend following approach seems a lot more like the reality of card counting. When the deck is hot or in your favor you bet more. Most people think that card counting is a super complicated exercise in combinatorics where the player is recalculating basic strategy in real time and able to prove that certain plays are the best.Just something to consider.