Building a Quantitative Trading System

Here's the blueprint I use. It's essentially a self-feeding loop: collect data, find alpha, backtest, build tools from data, add profits to trading machine.

The process is pretty simple:

1. Collect Data
   I scrape social media, news, stock prices, timeseries, etc. - anything that might move markets. Goal is to process 1TB daily.

2. Find Alpha
   I look for signals in the data that predict market moves.

3. Backtest
   I use those signals to backtest strategies. If they prove useful, I use them.

4. Sell Tools
   I sell datasets, insights, and tools that arise from the data.

5. Scale Up
   I reinvest profits to get more data and better models.

The whole thing runs in a circle - profits fund more data collection, which leads to better alpha, which leads to more profits.

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System Blueprint:

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