Has anyone used machine learning to trade?
caffeine: The only tip is: do it on paper first, with the exact setup, lag times, etc. that you're going to have when doing it live.   Do it for a while.And realize that this is a fanciful pursuit which is likely to lose you money, because the guys you're going up against have $ millions, ns-scale lag times, free or near-free transaction costs, and PhDs in theoretical physics.