I came across this website a couple of months ago; it features interviews with systematic traders who discuss the craft of building trading systems:
http://bettersystemtrader.com/
The podcasts are free to listen to, and should give you a lot of food for thought.
Great podcasts on systematic trading
- furytrader
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Re: Great podcasts on systematic trading
There's also a link to a free Monte Carlo simulator on this site. Thanks for pointing out the link furytrader.