First of all a very warm welcome to Quantitative Finance Stack Exchange :-)
Concerning your question there are some basic points that seem to be unclear. In general "Quantitative Trading" by Ernie Chan is a good starting point for learning about quantitative trading strategies. The problem is of course that in this small book there are many concepts whose interrelation may not always be completely clear.
I think it is always helpful to separate a trading system into three general levels:
- Trading Rule
- Risk management
Concerning the first point: You must have some idea about the market. If you thought everything was efficient you would not trade (even "buy-and-hold" reveals some forecast, be it the exact asset allocation, be it that you believe in a rising market in the long run).
Concerning the second point: When you think that you found some structure in the market the question is how to exploit it. The latter does not necessarily follow from the former (I won't go deeper into this matter here).
When talking about the "Kelly rule" this is normally referring to the third point, so it is about position or money management. But you must first have some edge (forecast) to use it!
To understand some of the intricacies of the Kelly formula I would recommend another excellent book (which is a real pageturner by the way):
Fortune's Formula: The Untold Story of the Scientific Betting System That Beat the Casinos and Wall Street by William Poundstone