Is there any academic literature on machine learning algorithms that are able to generate functioning trading models? Would this even be feasible at all, now or in the future? Could you point me to any studies or articles about this topic?

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    $\begingroup$ I strongly recommend the M. De Prado textbook that I listed in this answer - it addresses many of the issues that ML models need to de careful of when used in finance, and how to research, build and test such strategies: quant.stackexchange.com/questions/58231/… $\endgroup$
    – StackG
    Commented Sep 26, 2020 at 1:51


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