I work in what used to be known as an investment bank. I'm somewhat miffed about lots of effort and no reward from 2008, and feel as if I should work towards independence. Unless they give me a serious raise at work (and I did ask for one), I'm out and I'm either going to find a job that gives me what I want or I will do it independently. I work in a fully automated group, and they have access to much better technology than what I will have access to. I've outlined some goals I want to achieve. Goals: - Build trading framework that is manageable by one individual - Quantify risk very cleanly, make SURE I have an edge - Be up and running before July/August - Trade intraday only, no overnights. Tools I will use: - Python, C, C++, maybe C#, R, Mathematica Tools I still need: Clean backtesting framework. I may need to author my own, if I can't find something that will do it for me. The journal will progress from paper-trading automated strategies to real strategies. The first part will post the back-test results that I do have, and how I plan to go about doing things.