Soak the pecans overnight if you can, then discard the soaking water for a smoother milk. If you're in a hurry, just add the pecans and water to your blender (I use Nutribullet). I blend for one minute, then rest for a minute, then blend for another minute again.

Strain the milk through a muslin square or similar, to remove the very fine grains. You don't have to do this, but I prefer the smoother texture.

Chill and enjoy. This doesn't keep for too long, so use it within a day or two.

If you like your milk thicker, just add more pecans at the next try. I wanted to keep mine low in the calorie department, but most people seem to make one third pecans to two thirds water.