FlyingCircus wrote: How did Zee come up with his (reasonably reliable) indicators? With (1) paid access to historical data sources, (2) a narrow concept area to focus on: handling extremes in data to identify high-probability opportunities, fairly contrarian and (3) A LOT - YEARS - of time and effort in testing.

XGBoost, pandas and numpy etc may have accelerated those discoveries faster. (Who knows, maybe he used them.)

No, I did not, and will not.

My primary source of inspiration has been a special shower head. :)

RAMc wrote: The two most esteemed old time members of the board mungofitch and zeelotes both seem to dismiss my ML attempt at stock prediction as a complete data mining folly.

Most esteemed! Say what! I think not. Mungofitch has that badge of honor but I most definitely do not.

Folly? I never said that, and wouldn't say that. I celebrate your efforts and anyone else who will willing put in the time and effort to truly understand how the stock market works and the various (many!) influences that guide it on a daily basis. My comment was simply a warning. If there is no reasonable cause/effect relationship be wary of what flows out of it. It has to be understandable. Behavioral science and macroeconomics are the two major influencers. MI investing has pretty much ignored both of these and limited their study to financial statements. It is just not that simple! And this is why I personally am convinced that MI has consistently failed over the years.