Trading Systems

Hi everyone,

Is anyone aware of the book / could be algo blog or video materials that could explain what a systematic trading system should have in terms of components? Could be on a high level.

Would like to try to develop something small myself but just wanna know that I am moving in the right direction. I'm aware this is complex issue and there is more than one person working on this in bank/hedge fund etc. But it is more for learning purposes and to understand challenges and how components should work. (market data /execution /risk management etc.)

Thanks
 
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