[serioussecurity]

Do Not Use This With Your Own Money.

Literally millions of people have already trod this path, the low-hanging fruit in finance is already picked, and in many other contexts as well. The big mistake people new to the field make is to reason about machine learning as if it's a replacement for human intelligence, rather than just applied large scale statistics.

Do you know some other area extremely well, where you could apply these methods? Given how vague your question is, it sounds like you don't have much background or sense of direction. You will get taken to the cleaners if you try to compete with an established group; if you have some specialized context in which you can use machine learning, by all means, but the short answer is that you can't make money with machine learning. You may be able to find a problem or an application you can improve with machine learning, and make money that way. But it's very easy to lie to yourself in your evaluations with methodological errors, and then ship a product that does nothing remotely like what you intended / evaluated it for.