I've been attempting my own strategies for around four years now, after being inspired by a data mining Master's course I was taking. It has been a long and ha

I've been attempting my own strategies for around four years now, after being inspired by a data mining Master's course I was taking. It has been a long and hard road for me, and I have mostly been trying to find correlations up into this year. As a one man show with a wife and kids, my project time starts at 10pm and sometimes goes until 3 to 4am. Then I wake up at 7 and take the kids to school and work my day job. I can usually do this two or three times a week, but lately I've been going to bed early as it's been wearing me out. I've had so many 4am nights that it's probably been a bit detrimental to my health at this point. I'm not doing any order book or HFT stuff. It's mostly mean reversion < 15 minute trades. I have a considerable amount of options trading experience and that's what my main strategy revolves around. I don't have a killer strategy that some of these algorithmic firms are capable of, but the current one is promising. I also have a fairly rudimentary form of backtesting, which is a Jupyter Notebook crunching data I've collected over the years. I use some ML python libraries as a bonus, but I haven't created any strong enough attributes yet to achieve a high amount of predictive accuracy in that sense. My strategies mostly revolve around simple statistics. My stack is a Linux VM with MySQL, running a suite of python scripts that collect data in real time and make the automated trades through TD Ameritrade's API. By the way, I wouldn't consider myself smart or gifted - my strength relies solely on my determination. If you were to ask me if it's worth it, I would say "mostly." At the very least I've come away with a much higher understanding of the equity/option markets, and I know much more about MySQL, Python and data mining. At this point though I'd take a job with an algorithmic firm in a heartbeat.