Great project! Even more so, congrats on shipping something!
A little tip from someone who dabbles in algorithmic trading, look into cointegration as well as correlation. Also, the cross correlation matrix changes over time, you can have great fun seeing spikes and convergence/divergence as markets tend to get more or less correlated reacting to real life events.
Actually? Yeah. Though "kinda". I don't have a large enough sample size to determine how much is luck and how much isn't. And I'm too cheap about purchasing data. If I could give one condensed tip after a few years of experiments: "never buy a stock, sell a put. never sell a stock, sell a call". The residuals from that options premium, over time, were greater than anything else I made trying to be "more clever using math".
A little tip from someone who dabbles in algorithmic trading, look into cointegration as well as correlation. Also, the cross correlation matrix changes over time, you can have great fun seeing spikes and convergence/divergence as markets tend to get more or less correlated reacting to real life events.