How quants use models for stock market prediction

I am learning machine learning to use it for stock market price forecasting. While doing that I got this question. If we take any country with stock exchange they have more than one investment assests for trading and investing such as commodity, stock, futures,option,forex etc. Lets say a quant wants to make a machine learning model for stock price prediction in US market. There are thousands of companies (about 2800) stocks are listed in NYSE. How a quant will make a ML model for predicting stock price?