You seem to know about the book you are talking about. Why don't give us some insight so we can tell you if it is doable or not? I didn't read the book and I don't think I will. I am pretty sure most people who post in this forum haven't too. If you are going to build a quant strategy you need help from the professionals. I am sure if random posters in the forum can help you in this. Have you talked to Charles Schwab or Goldman Sachs? I heard they have great quants.