I actually believe that trading is an interesting problem that should be studied more in Academia and Machine Learning. It has many aspects (sparse rewards, long-time horizons, simulation-to-real-world transfer, non-stationary data distributions, etc) that current ML algorithms struggle with.
Unfortunately it seem like most ML people are not really interested in trading, perhaps because it has such a bad reputation (which is IMO unjustified) - so they work on games instead :)
Unfortunately it seem like most ML people are not really interested in trading, perhaps because it has such a bad reputation (which is IMO unjustified) - so they work on games instead :)