There's a whole world of people doing this. Some even package it up into solutions to sell you as though it's this black box solution you can plop down and just make money out of it. The combination layers of machine learning and quirkiness of the market, often require some small hand holding, and if you venture into certain areas of the market HFT's and other traders smarter than you will take advantage of your algorithmic trading by placing orders ahead of you.

Point is, it's not without some heavy risks, and regular attention.