Quanstart blog is an awesome resource, I've used it as a blue print for more than 1 component. Prof. Balch's class is also a great resource. It is meant for people with some programming background that want to get into finance. But it also works for someone with a trading background who wants to get into python programming and doesn't mind spending a good deal of overtime learning pandas and numpy. https://www.udacity.com/course/machine-learning-for-trading--ud501