Has anyone used machine learning to trade?
ad: How much do you know about trading now?  If you know little, I would recommend the textbook Trading & Exchanges by Larry Harris.  It's somewhat out of date but still very good.  I work at a high-frequency trading shop and that is the first book they shove at you when you walk in the door.Other than that, I'd like to second what several other people have already said: getting a job at a firm is a good way to learn, you're outgunned in terms of brains and money, and 10k is probably too little.  Now, you can do a lot of learning for 0k while you save money, and every startup is outgunned by goog, msft, but that doesn't mean there isn't room in the ecosystem.  Like a startup against an established player, you could find a niche that is going unexploited.  What makes trading harder is the established players don't tell you much about what they're doing, so you don't know if you are doing something new or walking into a trading strategy perfected 10 years ago by DE Shaw.  With a software startup, you have more information about what your competitors are selling, what their products are, how you might differentiate yourself, what's missing from the internet, etc.  Software companies promote their products and try to get public attention; trading shops try to keep as many secrets as possible.