[dsacco]

The thing is that no one is really motivated to make a complete tutorial on finding strategies because it's economically irrational. You're either giving away specific sources of alpha or you're empowering potential competitors. This is why it's virtually guaranteed that anyone selling courses that teach trading or related skills is a fraud - they have essentially no incentive to just ramp up their own trading capital instead.

The industry is also extremely secretive (necessarily so). You'll hardly ever find a good treatise on finding novel signals, but there are tutorials on algo trading in general with examples of production strategies that used to work which have been, as you say, traded away. For that purpose I'd recommend you start here: http://www.decal.org/file/2945