Hi ET'lers, Hope everyone is doing fine in here! My name is Hendrik and I'm looking for some input in regard to my vague plans to do a PhD in the area of trading strategies. Some 7/8 years ago I started using Excel with historical data to evaluate "trading strategies". Doing that for a while let me to some more ambitious research using tradesignal terminal (http://terminal.tradesignalonline.com/) which uses Equilla as coding language which I'm quite familiar with. I haven't done too much in recent years as I started a career in IT after my Master's in Economics. However, there is still a deeply routed interest in the subject. I've been closely following the financial markets for the last 15 years and was devastated when I couldn't get any financial job when I graduated in 2009. I'm going for a sabbatical year now and will have some time to spare and would like to spend this on education and research in this area. I was very close to doing a PhD after my studies to bridge the bad time for jobs in finance with some more education but went for an IT job instead as I was sick of living the student life to be quite frank. At the moment I'm looking for any kind of advice on current research, books/papers, general academic work around this, universities which have done any kind of research around it, funding ideas, professors who might be interested in supervising a PhD, companies that do a lot in quant trading and look for cheap research staff, the list could go on and on but I guess you get the gist of what I'm looking for. Currently I'm looking at re-optimizing and the possibility to scientifically proof that a cycle of constant re-optimizing can deliver long term risk adjusted returns superior to other asset classes. If you should happen to have any advice for me on how to go about all this I would so much appreciate if you can share it here or via pm. I feel like some expert advice or any insights from experienced "quants" can really make a difference for me at this stage. Thanks a million for your time!