Congrats on the post. Very inspiring. I've been going through this journey myself. I started learning on Tradingview, then bought Build Alpha to discover how t

Congrats on the post. Very inspiring. I've been going through this journey myself. I started learning on Tradingview, then bought Build Alpha to discover how to test strategies. I chose Portfolio 123 for my automated factor trading but had been working towards creating a program/basket trading system like yours that can act on intraday data. I moved to long-term investment until I could build a simulator capable of verifying the correctness of my investment strategies using fuzzy testing ideas stolen from TiggerBettle. I have almost two years of polygon quotes and trades for the whole market captured with a monotonic timestamp to be able to replay the data –and test the handling of polygon socket glitches. I'm focusing initially on capturing the data in a way that allows fast replay and aggregation, similar to what Kafka can do with topics but in-process using zig and custom memory-mapped data structures. My idea is to be able to generate signals like VIX (once I add options data), ETFs, and indexes and hopefully be faster at doing so than others :), please HN folks, call me out here if I'm being too naive. This has been a three-year learning process for me. I have been a retail investor for +10 years, but over the last three years, I've gone deep into learning algo-trading, drank del Prado Kool-aid, and read numerous trading and investment books. I'm now focusing on my technical chops to build the engine to build order books for individual stocks, baskets, and indexes with realistic market prices. I aim to develop a system that can get as close to the market price in the next dollar bar as possible. This has been a very lonely journey, and after reading the responses to this post, I'd love to connect with others on a similar path. Sending you an email!