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How do you know it's a he? Did Oddball tell you? :P

Thnx for suggestion, I will check it out. I'm not trying to outsmart anybody and I'm also not really into money, it's about understanding the system which is running this world.

Done that. This is not really about money for me. It's about understanding the system.

Not everybody is as smart as you are. Stupid people also need a passion. I just wonder how come you have time for zillion posts here. Are you not too busy counting money?

Doing nothing is sometimes also a reaction. ;)

That's almost religious. I'm more into facts. Is there anyone who has successfully built a strategy which works over a long period, except hft which obviously falls outside the EMT? Btw, I'm not new in this. I have been around with data for 20 years. Wouldn't last that long without passion.

What makes you think it's not efficient? Did you experience something that points the other way?

Hi guys, newbie here. I have been into algo trading for a while now and I'm at the point where I start wondering if it's possible to build something that is profitable over long time. I have built few models in Python for stocks on several exchanges (US, Europe) and all of them predict the next...