Submitted by Ready-Acanthaceae970 t3_10xzh2i in MachineLearning
big_ol_tender t1_j7vx88w wrote
Hundreds of firms have already tried this years ago- there is no alpha left in this type of information. Source: work at a hedge fund and have friends at two sigma, citadel, and D. E. Shaw. If you want to do it as an academic exercise go ahead, but this is not how you make money.
currentscurrents t1_j7wuonk wrote
Agreed, financial markets have built-in protections against this kind of analysis. If it works, everyone else would do it, and the more people do it the less any of them benefit from it.
The only way to beat the market consistently is to have a source of information nobody else has access to, or at least hasn't discovered yet.
omnisync t1_j7xcr2o wrote
This is exactly what I would tell others if this worked.
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