Actually I'm not saying that you can't be profitable. Just saying that the fancy NN, won't work like magic in a noisy environment like financial time series. Fo

Actually I'm not saying that you can't be profitable. Just saying that the fancy NN, won't work like magic in a noisy environment like financial time series. For other time series with periodic and other anomalies you can apply NN and you may have an edge - BUT for that kind of environments also classical methods are working quite good.