LSTM for financial data I'm using LSTM to predict financial data. As input data I use log returns and I want to predict the next day market movement. Do I need to retrain the ANN every day in order to keep time consistency or I can simply train ANN once for example with the data from 2010 to 2018 and predict market movement in 2019? 

I'm using daily data
An interesting idea would be to train the model with data between 2010 and 2018 and then keep training it every day to keep it updated.

Interesting related works can be found here and here.

Anyway, you need to decide what you want to predict it: do you want a daily output, monthly or yearly?