Fastest way is probably to just write the code. You can get crypto market data for free. https://www.binance.com/en-AU/landing/data https://www.binance.com/en-A

Fastest way is probably to just write the code. You can get crypto market data for free. https://www.binance.com/en-AU/landing/data https://www.binance.com/en-AU/landing/data and others. If you want equities, I think you can get that from Databento for low cost (won't need the CME cert for their stuff to get historical from here). Then just write the code. The basic structure is not that much in a modern language (use Java, Rust). To trade, you can use Sequencer architecture as basic https://sissoftwarefactory.com/blog/an-introduction-to-the-sequencer-world/ https://sissoftwarefactory.com/blog/an-introduction-to-the-s... (article describes so maybe jog your memory, but has only old code link so useless if not new to you, just sequence your messages) ChatGPT will help build this quick. IMHO if you want to do this, crypto markets are ideal. Fees are high, but low upfront costs. Can eke out small wins with low capacity strategy. Should be advised, though. Everyone who wants to get into this does this stuff and then finds that if you want to do big, you need to apply large force on long lever. So everyone and their uncle had "a few profitable strategies as a side bet". Means nothing at small scale. Only for fun.