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Just do it. I read books and followed all kinds of recipes over the years, but the best way to learn is to just fight the problems yourself and be fierce about it. Don't get discouraged, just build. Even if what you code is a piece of shit, make a note of the shittiness and try to...

Let's say I'm trying to build a strategy for multiple symbols/assets based on momentum. I'm sure some of you have done this. My question is: Do you guys have any clever ways of normalizing the inputs for a momentum strategy? Let me give you an example. Take a look at BAC versus JPM. Say...