Trying my hand at algorithmic trading, mostly out of regret minimization. I've sunk in a lot of time, and almost none of it has been on trading models. So far,

Trying my hand at algorithmic trading, mostly out of regret minimization. I've sunk in a lot of time, and almost none of it has been on trading models. So far, it's all pretty much data mining, data cleaning, and the infra for it.