Well firstly I would like to introduce myself to you ET members reading this article. I am a nineteen year old finance/mathematics student with two years of trading equities and currencies. I have recently come to the conclusion that I need to build an automated trading system so I can attend class while "investing". However, I have been researching several avenues, but have little idea on where to proceed. I've written up the GUI, features, strategy, etc. for the program I'm trying to create. I was wondering if I could get your opinions on the vastness of this topic and if you could direct me to the right resources. Some of my ideas include: Neural Network+ Genetic Algorithm + Simulated Annealing Automated Stock, bond, currency, option analysis value-at-risk calculations automated trading (obviously) looking at C++ coding 1 day prediction of stock, bond, etc. price fluctuation Detailed charts with numerous indicators. Is my list too vast or impossible? Could one please give me a list of recommended readings, resources, code examples, other needed features? I would greatly appreciate any and all help! Thanks in advance!!