I see a fundamental issue issue from systems theory here, but do note that I'm by no means an expert at that, just had a bachelor course covering it together wi

I see a fundamental issue issue from systems theory here, but do note that I'm by no means an expert at that, just had a bachelor course covering it together with control theory. The issue is that you would train a model on historical data, then you would use the model's predictions to make financial decisions. But, the moment you are using those predictions, you modified the system the model learned to predict. Now, maybe we can argue that, if you only invest a little money, you aren't really influencing the stock market. But I think the case would be very different if we're talking about big investors.