In this chapter, we've looked at the inner workings of the stock market and explored a number of ways to approach utilizing machine learning in a trading strategy. There is no doubt the material in this chapter could fill a book itself. We even failed to cover some of the most important aspects of trading, such as portfolio construction, risk mitigation, and money management. These are critical components to any strategy, perhaps even more important than trade signals.
Hopefully, this will serve as a jumping-off point for your own explorations, but again, I caution you that beating the market is a nearly impossible game—one in which you are competing against the brightest minds in the world. If you do decide to try, I wish you the best of luck. Just remember that I warned you if it doesn't turn out like you hoped!