Very good explanation of Quantum Computing basic and how to actually use a CPU with code. One thing I would challenge you though on..... the time series prediction.

It's a pretty well known fact that predicting the next price in a time series (i.e at time t) is a pretty easy task (because it will be very close to t-1 price). So if you are feeding your QML system time series data of AAPL that includes data from the previous day, you will likely predict price at t with relatively small RMSE. But this doesn't prove that your model actually learned anything. Could you show perhaps a walk forward test (i.e how this model performs on completely unseen data)? Or better yet, let it run trades on a paper simulation and see how it does?