I've used AlgoDeal a little bit. Their backtester is free and has a lot of data available. It's easy to use but also pretty powerful.
I haven't looked into it much. You'll probably just end up doing more work. I recommend joining a prop shop. I'm going to stop watching this...
Only one I know of is Jeff Ryan's IBrokers package for R: http://www.google.com/search?q=R+API+IB The rest are mostly derivatives of the Java...
Yeah agreed. Lime's API is very nice. Seems like an obvious business opportunity since IB's API has been "mature" for half a decade.
IB seems to be the only choice.
Data is included, fees may apply to some feeds. No futures, they recently got into options but traditionally have been exclusively equities. I...
Commission + fees. I think GS provides margin and gets the interest on it. The only fee I can think of is an optional 400/month in their managed...
Minimum is 100k if you generate very high volume (eg HFT strategy).
I've written a couple of recent tutorials on trading through Matlab, in addition to the older ones that have been circulated - Getting...
Here are some sources I've kept track of: Book data for NASDAQ and NYSE. Only a few days of data, but it's 9GB each and for high frequency you...
Stox, The original #, ex 9, is determined by how flexible/curvy the object you're trying to identify is. For example you need fewer points to...
I just wrote a note in response to this on my blog maxdama.com. Here it is copied and pasted: Here are my opinions on the API's I've worked...
To build a more general automated trading system with Python that connects through Interactive Brokers rather than that prop firm, here's a...
Thanks imbetbm. It's Max Dama, not Max Mama. Maybe I should change it though... Regards, Max
Corey, I'd like to know more about how you use EC2. My only problem was that Matlab required some ridiculous licensing to run on multiple...
Mizhael, I would like to hear your results if you try Jacket. Feel free to pm me. Regards, Max
Tolland, A while ago I shared some high-frequency data here. It's 1 day of intraday QQQQ quotes, weighing in at 71.962 Mb (6Mb to download the...
Kovacs, I shared a machine-learning based factor model system last December. And recently I shared another based on decision trees. Both are...
Mizhael, It doesn't sound like anyone has successfully used NVIDIA CUDA. In response to the suggestion of cloud computing, I've run some tests...
Good question
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