Yep, I knew that. But I thought the stuff was essentially dirt cheap at the time, so I’m unsure why it would be a good investment. Now…if you know the formula for some of the cocaine derivitave drugs…THAT might make cocaine very popular (and valuable).
-XT
Personally, I’d save President McKinley and be a hero! Surely I could get a nice book deal out of that. And who wants that creep T. Roosevelt to be president, anyways?
And I’d find Mr. James Naismith and demonstrate the newfangled “jump shot” and “dribble.” I’d be the original Harlem Globetrotter!
I also know enough physics/engineering to invent the electric guitar. I’ll call it the “Mayo Stratocaster.” Our Jimi Hendrix will buy one in c. 1907, and I’ll be set for life.
And I’d pay the 1919 White Sox to lose the World Series. Except for that bastard Joe Jackson. He won’t come through.
It’s probably worth noting that “Mayo” is my last name.
It is? Dude, forget the guitar, start a clinic!
Alright, give me Hamm on five, hold the Mayo.
Like crack? You’re a genius!
I’d partner up with a good mechanical engineer or existing arms manufacturer and do the weapons design thing, too. Only difference is that I’d skip over machining-intensive weapons like the Garand and Thompson. I’d go straight to the stamped/welded weapons that started showing up during WWII. They are just as effective as their more complicated and expensive machined counterparts and far cheaper and easier to produce. ScumpupCo Weapons Division would be able to undersell everybody. What’s that you say? Traditional militaries of the time would be put off by the design and refuse to purchase them? Feh. There are more customers than hide-bound military men. I imagine I’d be able to sell lots of arms to the Mexican revolutionaries for starters. Also to those who wished to throw off the yoke of the Ottomans. Plenty of customers. I’d also have ideas up my sleeve for nifty items AFV’s, RPG’s, and so on. Small arms technology, with the exception of things like NV optical sights, hasn’t really progressed in a century or so. It’d be a cinch to produce “modern” weapons with 1900-era machinery.
And everyone else will still be mostly clueless, even the bright people. 
1900? Sounds like a good time to alert the War Office to the potential of a caterpillar-treaded fighting vehicle, armour plated, internal-combustion powered, and toting a 3" gun chambered for both AP and HE, plus at least a couple of machine-guns. And then explain that you keep the infantry with this devastating weapon, and don’t run it too far away from its fuel and ammunition resupply.
Then I think I can manage enough of the operating principles of the turbojet to be able to reinvent it at least twenty years ahead of schedule.
And a note for forty-odd years hence: Although Singapore is more or less impregnable to seaborne invasion, a determined enemy could run a land army down through Malaya if they really wanted to.
It’d be awfully tempting to dope out a “cargo cult” Internet based on telex terminals and card-readers. 
I’d jumpstart the computer industry. I figure 64 bits of memory should be enough for anyone.
Amway.
Invest in automobile production.
Invest in electricity generation (but don’t listen to Edison).
Invest in oil and gasoline production.
Buy radio station licenses.
All these investing ideas are great, but the OP specifically said you have no money and don’t know anyone. I love the sue authors for stealing ‘your’ work ones, funny stuff.
No preparation either. Presumably just the clothes on your back and whatever is in your head at the time. If I’m given a few weeks to prepare I could definitely make an early killing (just have to memorize a map of unfound resources up to 1900…or hell, the exact location of the Atocha (sp?) or other treasure ships/lost hordes of gold :)). Without that prep time though the best bet would be to use your ‘modern’ skills to get a job, get enough of a stake to make some investments, and then work your way up from there.
-XT
No burglar alarms; I’d B&E until I had enough cash to do some investing.
They still had dogs. There were also such things as trip-wire guns still around. Also, I believe that early versions of electrical burglar alarms were in use by 1900. They were (mostly still are for that matter) nothing but a switch that completes a circuit and rings a bell.
Well, hell. I’d be screwed, because I have no useful skills…
I’d learn to play guitar and piano then form a band a go about writing the largest collection of songs they had never heard of. I could do all the classics from all genres by whatever I remembered.
I would work as a schoolteacher, making use of my general knowledge base and heavy wooden ruler ( :eek: ), until I started seeing a return on my investments in the stock market, then I’d quit and start buying real estate in places I know would become busy in the next few decades.
I would go see Henry Ford or Walter Chrysler . I can’t even imagine how far vehicles would be evolved .