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KrakenInAJar t1_j9f7aq2 wrote

The short answer is no.

I kind of have the feeling that these stock market system, especially those for extremely short time windows are the perpetuum mobile of the ML world. Everyone initially thinks it's a great idea (heck it's a money printer but ML) has a basic idea of how it could work, tries it and then fails.And there is an excellent reason why it fails. Short-term stock market data is probably the noisiest data you can get, which is a death sentence to any model that tries to work with it continuously and reliably.

STOP TRYING TO BUILD MONEY PRINTING MACHINES WITH ML IT IS NOT GONNA HAPPEN!

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