As with any other machine learning algorithm, don't waste your time trying it on stock market, kids. Exponentially distributed randomness in, exponentially distributed randomness out.
What exactly do you mean by exponentially distributed randomness? LDA is typically applied to textual data, so the application would be to e.g. automatically tag/classify financial news. I don't think the prospects of ML are as grim in this space.
And obligatory http://arxiv.org/abs/1208.4429