Interviewing the Quants: An Inside Look With “Sanz Prophet”
http://godelsmarket.blogspot.tw/2015/01/interviewing-quants-inside-look-with.html
You can also see some of Ryan’s other interesting posts and tools:
http://godelsmarket.blogspot.com/2012/12/simple-automated-trading-system.html
http://godelsmarket.blogspot.com/p/ib-historical-data-downloadimporter.html