Part of the stock's future price is based many features that are not in the dataset. In addition, a stock's current price is based on predictors which interact

Part of the stock's future price is based many features that are not in the dataset. In addition, a stock's current price is based on predictors which interact chaotically. Your predictor has to take into account that other predictors are watching in real-time and are trying to take advantage of it. It seems that attempts to predict the stock market make it random.