Machine learning models for market-beating trading strategies

Predicting stock markets has been an endeavor a lot of people have chased. I spent about 6 months building an end-to-end ML system for algorithmic trading. I've been running the production system to place paper orders for the last 5 months and generated returns of 23% as compared to S&P-500's 10.7%. Returns and risk metrics for paper trading and backtesting shown below. There's a lot to talk about!