The development and modernization of capital markets in recent years has led to competition among its players in search of investment opportunities through the use of fast, powerful, and sophisticated computational tools. Finding patterns in some investment opportunities that last for fractions of a second but can occur countless times in the span of a day multiplies the opportunities for those investors who are well equipped to exploit them. in his favor. In this paper, we will show how some artificial intelligence techniques can be applied to build profitable algorithmic trading strategies in the Colombian equity market. We will build several Machine and Deep Learning models capable of predicting with acceptable precision, some investment opportunities that arise in short windows of time. We will show in detail what are the predictive capabilities of the developed models and the expected returns
