Reddit mentions of Inside the Black Box

Learning all the details is a long journey. I would recommend reading Inside The Black Box as a start it will give you a good overview, how algo trading system is built. Then dive into the some of the books mention on Quanstart on the Systematic Trading section. Chan's books are good to get general ideas and concepts but not concrete strategies, but some of his strategies can be turned into profitable one after improvements. After these, you will find recurring topics and techniques. For building an actual trading system, you have to pick development platform. You can either build your own which is a very long road, and you can easily be lost in details for years, For example, the topic of the time series databases is a big one. Or you can use ready-to-work online systems: Quantopian - their Lectures are a good intro for factor-based equity strategies and Quantconnect are two well established. Reading their forums can give you hints what kind of systems others try to build. I hope this gives you a direction to start.

Read this & this. It shows perspective from both sides of the aisle.