kewl... It sounds like a well developed product. Would you mind telling us what surrounding services you use? Datafeed? Execution? Who's your prime broker? etc. etc. Keep us updated.
i'll be speechifying at the next TradeTech FX in HK, dec 3-4... swing by if your interested ;-) i may answer a few specific questions
Congrats on the launch. Did you code it yourself? How does one begin the process of creating an automated HF trading system from scratch?
if you are not a programmer to start with, I think you will just find it too difficult. Start with a basic course in programming. I'd recommend Java not because it's the best language for teaching but because you can use it both for learning to program and later for implementing a system. I can well believe that it took the OP a year. Make no mistake about the amount of work involved. I reckon a background in real time systems of some sort (eg data comms) or systems programming is an asset.
you could learn on the fly if you had a platform with auto-trading capability. but the suggestion on programming is a good one. btw, what is a "black-box" .. "gray-box" ??
In terms of programming language, I learned Python and C# first. I've decided to take C# because I working under a Windows environment. Now, I'm dealing with UNIX/Solaris/Windows environment and I'm turning around to learn Java. When I first did some research on which programming to learn, people mentioned about Java being slow. But I am satisfied with the recent surge in performance for Java. Black Box = Fully automated system. No human intervention while on production phase. Grey Box = Semi-automated systems. Human intervention considered models. The role of the human trader becomes a bit complicated, more-so it's about delegating a particular task(s) within "trading process" to a human and a computer. ---------------------------------- On the side note: I know 2cents out of ET, went out for a few drinks a while back... Nice guy. So I'm a bit biased with my posts...
TSGannGalt -- you ever used Java's Real-Time system? It is supposed to be great in performance critical threading systems! I haven't touched Java in a while, so I haven't gotten to play with it yet, but I hear good things. I don't use a high frequency system, but I have been struggling with the differences between programmer cycles and system cycles. Back-testing 20 years of data in Ruby isn't too fast -- but it allows me to do some crazy rapid prototyping. Recently I have been using Ruby's built in distributed system with Amazon's EC2 and inline C ... but I wouldn't really recommend it for a production system. When I actually launch, I plan on rewriting everything in a more performance conscious language (which Ruby is notoriously known for NOT being -- I mean...it still has green threads! Hopefully Ruby 2.0 will fix that all). By the way, C# is perfectly portable with the Mono system. I use it on my PowerBook.