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A comment on How I made $500k with machine learning and high frequency trading. Parent comment

Re:How I made $500k with machine learning and high frequency... by jspaulding on Tuesday November 06, 2012 @11:16AM (#4749023)
Well I could try. But it's not going to be any easier now than it was in 2010. For four months I tried everything I could think of to keep it profitable but in the end nothing worked so I had to shut it off.
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Re:How I made $500k with machine learning and high frequency... by rekkal on Tuesday November 06, 2012 @08:58PM (#4751828)
I have two theories why it stopped working. I think the market sped up. Latencies are always getting lower and your strategy that worked at 10 ms didn't work with players that are at 1 ms. Also, you might have been gamed because your strategy was easily predictable or you were putting too many trades through the same broker/exchange/etc.
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