I like lrm242's comments. I started my own high freq algo firm back in 2007 and crushed it for awhile. In the end though, the governing dynamics of the market

I like lrm242's comments. I started my own high freq algo firm back in 2007 and crushed it for awhile. In the end though, the governing dynamics of the marketplace change and can change very rapidly, so any machine learning or neural networking you do perform can become obsolete fairly quickly. Unless you've developed HAL you're probably going to have a rough go of it alone...hope this helps!