I think it's hard because documenting something is a completely different skill than exploring and/or building something. For a lot of us, the act of documenting doesn't scratch the same itch.
Also because documenting it is admitting failure. It's 15+ years since I'm trying to build a trading system that beats the market and successes so far: zero.
I do work in finance and the domain knowledge kinda secures a place here but ... imposter syndrome. I sell tools to the miners who find gold. Wanna find the damn gold myself.
I did build a strategy research simulator though, started some 15 years ago with a bunch of scripts which evolved into a more maintainable and coherent C++ software which got ported to Java and never looked back after I got fed up of fixing C++ problems instead of focusing on the business. Lately I also started documenting it, did a few chapters then enthusiasm fizzled, to the point I didn't even renew the website certificate. If you wanna read it just press proceed in spite of the scary warnings, one puny unsecure HTTP connection is not gonna kill your computer: https://www.aquarianz.com/
