Lose money?

Stock prices are a random walk, so even if you get tricked by good scores on your training data, you'll most probably lose money when you start to use your model to actually trade.

This....

A lot of people do not understand that AI is actually pattern seeking algorithm.

If you get random sequence of numbers there is no pattern. Hence there is no way for AI to predict next number.

So for example AI is useless playing lottery. Stock market is another useless AI application unless you manage to feed your system thousands of "features" like news, who said what, what blew up where....

Yes tou need to model the word to make an AI work in any financial application

Your model is learning to do is predict future market data from past market data, which fundamentally is not worthwhile because market data hinges on real-world news. If you want massive quantities of real-world news data in a structured/tagged format, look at GDELT.

https://www.gdeltproject.org/

Also, look at using Kaggle's GPU notebooks instead of Google's. You get 30 hours a week if you verify with your phone number, instead of Google's arbitrary secret heuristic based cutoff. Or look at something like runpod or vast.ai, rates for non secure GPUs are like a few cents an hour and datacenter GPUs not that expensive either.

P.S There are arbitrage opportunities you can spot using purely market data, but those are generally very short-term, don't warrant powerful models to detect and are pounced on by trading bots run by trading firms.

Thank you very much.

Probably yes 😆

It is not stocks, it is forex which is more liquid and hence more random =) I'm wasting my time for science. And there is this Adaptive Market Hypothesis by Lo 2004. I invite everyone who attests to Fama's theorem as an excuse for not trying, to read that.

Here are some paper referenced by much smarter people than me. You're free to waste your time however you want, though!