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by nl 5761 days ago
Yes.. maybe.

I developed an algorithmic trading program for fun once. I never let it loose on a real account, but it did better than break-even on a few months of data I collected.

BUT: the trading costs killed its viability (even using interactivebrokers), unless I upped the capital I was using to an amount that I wasn't comfortable risking.

There's a useful forum at http://www.elitetrader.com/vb/forumdisplay.php?s=4a039395d01...

Personally, I think you have less of a chance in making HF work for you than other methods though.