[Tichy]

Like many hackers, I often pondered the idea. The closest I got was automated trading in a stock market game run by the company I was working for. I never got round to programming a sophisticated strategy, so basically it was just "sell and buy random new stock if price has risen or fallen more than x%", where I think x was something like 15%. Even with that the algorithm was in the middle of the field (with 10000 participants), but it still lost a little money. As it was 2001, losing money was to be expected, I guess.