Without giving away my exact strategies, I'm also an ML engineer and I'll just say that ML is in 90% of cases the wrong tool, whereas simple regressions and scatter plots will unearth loads of statistical anomalies if you know where to look. You want to find anomalous behavior then hone in on how to make them your counterparty.

ML can help you optimize things after that, but locating diamonds in a soup of noise is not really where ML shines.