I'm not sure that the way Chessmaster and Deepfritz work can be applied to the financial markets. Those programs essentially compute as many iterations of potential moves coming up and then decide their move based on the perceived best defense/offense in comparison to the other player's position. That doesn't exactly apply to the markets. In a broader sense, the market's next "move" is either up, down, or sideways. There isn't many reactionary "choices." There are varying degrees of each "move," however (example long trend up, short trend down, kind of sideways, etc.).

As a programmer, I can see how to create a "good" chess playing program by simply brute-forcing potential moves. As a programmer, I cannot see how to create a "good" trading program by trying to brute-force potential market movements. You need to also realize that chess plays in a very limited parameter set (the board only has 64 squares, knights can only move this way, you can't deliberately put your king in check, etc.). The market has no such rules. Theoretically, it has no boundaries, and it can just as easily switch directions on itself as it can continue in the same direction.