I've been curious about doing algotrading for both the data engineering aspect and the quant. Do you have suggestions about books or others sources to get inspiration from ?
Is this a one man venture or do you have a group discussing edges ?
For inspiration, I highly recommend "The Man Who Solved the Market" about James Simons and Renaissance Technologies. Some of Ernie Chan's books are great for learning about the basics, but ultimately finding an edge is the most difficult part. Books can teach you some of the best practices for researching edges, how to avoid common pitfalls in backtesting, etc, but no book will ever lay out the details of any strategy that contains alpha of course.
Grizzly Bulls is currently a one man (and wife) venture :)
I've looked before for good online communities but never found one, I'd be interested if anyone has a source. The best people work for hedge funds so wont disclose anything and the individuals out there mostly are clueless or lucky, I suspect its too hard to find an edge without the resources of a large firm.
Is this a one man venture or do you have a group discussing edges ?