[thejerz]

Are you willing to tell more about Experiment 2? What kind of strategy are you using? What development platform (e.g. what language and libraries and what OS)? What trading platform (e.g. what brokerage / API)? Where did you get your test market data from / how much did you pay? What other strategies did you try first that didn't work? What blogs or sites do you read on the subject? What is your background in? Finance/Econ? Or programming? What other details would you like to offer? Some of us are very interested in this field. :)

[nickwoodhams]

I am interested as well. I've studied something similar, the idea is to find the underpriced option in a group. The premise is that the inefficiency in the market will work its way out in hours/days. But it's pretty hard to find a substantial price inefficiency based on my research. Needed a large amount of money to trade.