Quote from: Vz on September 16, 2014, 07:29:40 PM

EDIT: Maybe it was a joke)).. lol so that was funny..*Once I got used recently to always take you seriously

Yes, I'm told that it can be hard to tell when I am not serious because I usually am very much so.

My comment was, indeed, intended to be a little bit sarcastic.

The subject of algorithmic trading is something I have been interested in for a very long time. It is so fascinating particularly because, unlike most other machine learning problems, it is continually a moving target. There is never a "best algorithm" or "right answer" for the market. (By some theory, if you were to find one the very act of trying to capitalize on it would cause the model to begin to invalidate itself.)