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Re:Show HN: How I Used Machine Learning to Optimize My Trad... by aneth4 on Tuesday March 26, 2013 @05:36PM (#5446222)
Has anyone consistently beat the market with a home grown trading algorithm?

I suspect it's possible but probably needs more signal than just stock price.

Re:Show HN: How I Used Machine Learning to Optimize My Trad... by KMag on Tuesday March 26, 2013 @06:35PM (#5446501)
Given the number of people trying to beat the market with their personal algos, at least a few are certain to beat the market for many years, even if their strategies were no better than random.

Edit: I don't mean to suggest that it can't be done. I'm just suggesting that the existence of people beating the market may not be a good indicator of your ability to beat the market.

Re:Show HN: How I Used Machine Learning to Optimize My Trad... by dunster on Tuesday March 26, 2013 @05:43PM (#5446264)
Aneth. . . . you're reading our mind. Come back to Quantopian on Thursday. I think you'll like what you see.

Yes, there are people who trade today and make money using algorithms. They are few and far between, mostly because the toolset is so hard to build. Data, backtester, trading platform, etc. all take a long time to build. We're trying to make it much easier by providing all the tools. You need an idea; we'll make the rest work for you.

Re:Show HN: How I Used Machine Learning to Optimize My Trad... by yummyfajitas on Tuesday March 26, 2013 @05:44PM (#5446265)
Not that I know of. Typically after they start beating the market for a while and get a few $M in the bank, they hire other people and build infrastructure. Then the algorithm ceases to be "home grown".