> I've always kind of wondered if there were "trends" (given the chaotic nature of the market) that individual stocks generally followed. For example, does stock X generally increase at least n% before any downward change. The nice thing about a computer handling the tracking is that you put in the buy/sell prices you're "guessing" at (based on this %) and let it cook over a few weeks. It could handle calculating the profit made (minus fees, etc) and give you a net change at the end of the testing period. Obviously, there are a bunch of other parameters you'd need to set and track, but you get the idea. The next step would a system that would use feedback to adjust all these parameters automatically.
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> It should be kind of interesting to see what you can make of it. The other thing that really interests me is neural networks and the area of emergent behavior. I think the stock market would make an interesting test of this technology. I'd be surprised if it hasn't already been applied here, considering CA's Neugents product that uses this type of technology to predict network failures and trends.



Have you guys seen the movie Pi? It's kind of about that. This dude goes nuts analyzing the math behind the stock market. Pretty cool if you like wierd movies.