Regarding time series analysis, there is nothing more challenging than predicting stock value in real time and implementing algorithmic stock trading through a broker's own money. During this talk, I will give you an overview of the basic terminology of algorithmic trading, show technical prerequisites, indicators, and mainly discuss the machineries to predict future price - the main focus will be given to various types of neural networks. Finally, I will demonstrate several realized strategies leading to profit; or preventing the autonomous trading to not lose (all) money, at least.