If someone wants to learn aspects of professional system development, I can recommend Daniel Fernandez' website:

http://www.asirikuy.com/

It's not free, and some methods are debatable, but so far it's one of the few websites with a serious and empirical approach to detail aspects of automated trading.

Only problem is that most of the information on the website is not easily accessible, but cluttered among hundreds of videos and lengthy forum discussions. So it's not easy to find the descriptions of algorithms and methods - you need time to watch weeks of videos and take notices.