(This article was originally published at mages' blog, and syndicated at StatsBlogs.)
All I would have to do is to buy a big jar of ants. Then I should observe the ants movement on my kitchen table, while following the stock market.
I shall keep the ants which walk in line with the stock market and remove those who don't. Eventually I would have one ant left that walked all the way in line with the stock market.
Bingo! This is the one I have to keep feeding well and observe, as it clearly can predict the movements of the stock market.
For more complex problems I recommend to use animals with bigger brains.
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