Thanks for all the suggestions guys. I started messing with Java for a little bit today, I just did a few basic things but nonetheless it was a start!
Just remember that there is nothing that you can think of doing that somebody else hasn't been done before. Blessedly, they posted their experiences, code, libraries, etc, on the Net for you to use, abuse, or improve upon. Hence, the projects I listed previously. You'll learn most of basics you'll need to know and understand about programming by tackling those projects. From there, you can graduate to interfacing with brokers, data sources, and other vendors. Initiative is your responsibility, but Google is your friend.
How do you know Google isn't the NSA? After all, the NSA's buried deep in the DOD, and few outsiders know anything about the full scope of their budget or operations except the JCOS, POTUS, and a very small # of Congress.... That stuff that Snowden's disclosing... It's probably a PR ploy by the NSA - letting the world know how big and bad they are to keep everybody in line. Much like the IRS and their front-page convictions of someone famous. 1 in 100 get audited, but that 1 pays for all our sins... Anyways, we digress...
I second the suggestion that âblahâ made earlier. Doing those 5 tasks in any language would give you a good idea of how to learn it. There are some advantages to certain languages, but for the most part they all try and do the same thing. Python is one of the easiest to learn IMHO as well as PHP. You can do a lot in either language and if you donât need super nanosecond speed they work really well.
I want to reiterate that choice of programming language for financial markets is dependent on third party software offers, API being offered, platform on which it will be executed etc. In another words it is not about picking and choosing best language but about having job done using what is being offered. With software anything can be done with any language but the cost and effort to interface with financial markets using something different might not be worth it. Just learn their language.
Yes, this is true. But he is requesting how to start learning how to program. Telling a newb to jumping right into learning vendor APIs and other 3rd party software is like taking someone fluent only in Farsi and telling them to translate the Koran into Korean. He has to learn Korean first... Baby steps...