Bit of background: I tried the daytrading (ES / CL / NQ) route for a few years and did not have any consistent success. I have been swing trading the ES for the last ~4 years and consistently doing much better.
Have been developing my own business and am getting to the point where I have time to put into this to try and develop a more quantitative approach to my trading.
I am getting tired of trying to use excel to crunch data. I previously became reasonably proficient in C# so I have an idea about programming, but I am wondering what the best way to crunch the large amounts of data that is produced by the markets. I don't mind taking the time to learn a new language as it is interesting to me and this is mostly something I will do in the early morning hours or late at night when the family is sleeping.
If someone can shove me off down the correct path, would be much appreciated!