> Truth is, if someone identifies a groundbreaking technique for timeseries forecasting, then they'd be an idiot to tell anyone about it before making their first $Billion$ on the market.
This is correct.
I work in HFT and the industry has been successfully applying deep learning to market data for a while now. Everything from pcaps/ticks to candles.
Why publish your method when it generates $1B+/year in profit for a team of 50 quants/SWEs/traders?