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I think you can call a web service from Ruby but I don't have an example. Perl maybe. I know of someone who programs in Ruby but that's about it :)

HGF07 (March Girlfriend Futures)? We can do a lot of stuff with this. You can trade precious metals with this. Richard

I had the pleasure of working with a very successful quant at an energy trading firm in Arizona several years ago, and I learned that he used LOTS of fib calculations (time zones, retracements, arcs)... mostly as a trigger for something else I guess. Richard

For scalping, execution speed is just as important as the trading system itself. I would find a fast API and rent a spot inside the same building as the brokerage (if it helps any), and then worry about the trading system. There are plenty of good trading systems.

What can I say... I enjoy making my rounds on ET :) Yahoo! has improved some things, that's for sure. It used to be a lot more difficult.

Well.. I thought I attached it. Trying again...

For anyone interested in an alternative to screen scraping, I have attached VB.NET and C# example projects for use with <a href="http://www.freemarketdata.net">FreeMarketData.net</a>. This is a free end-of-day data service that lets you retrieve historic data, intraday quotes, and fundamentals...

You could buy software components and hire a programmer: <a href="http://www.modulusfe.com">www.modulusfe.com</a>

Or you could use <a href="http://www.freemarketdata.net">FreeMarketData.net</a> with Visual Studio

You can use scanthemarket.com - a web service that my company built for Genesis Securities. A scan for 1% gaps could look like this: SET EXCHANGE = NASDAQ FIND STOCKS WHERE Low > REF(High, 1) * 1.01 OR High < REF(Low, 1) * 0.99 Today 132 NASDAQ stocks came back with a 1% gap. The...

Well.. that's pretty much VB, in a nutshell :) Richard

How about VB

I'd start with VB.net or even VB6 if that's all you can get your hands on. Learn it in your spare time. You can apply what you learn to other languages... a year or so down the road you can move up to C#, C++, etc. Richard

I see they have gotten over the 2GB limit now. Not bad. Richard

Why scrape when you can direct connect for free: <a href="http://www.freemarketdata.net">FreeMarketData.net</a> That gives you free historic data and historic splits, plus you can get PE ratios, EPS, Yield, Dividend, etc. There are some subscriptions offered but you can stick with the free...

The best thing is to NOT use an RMDBS when working with time series data. Instead, use a linear database with memory mapping. To locate a record you can triangulate based on the date/time. For example, see RMD Server: <a href="http://www.modulusfe.com/rmdserver/">www.modulusfe.com/rmdserver</a>...

That's right! And speaking of Nick Leeson (the man who caused the bankruptcy of the bank), he has his own web site: http://www.nickleeson.com I didn't realize there was a movie about the whole thing: http://www.nickleeson.com/rogue_trader_movie/index.html And he's selling a book about...

A good book on the Hunt brothers is "Beyond Greed" ISBN 0-670-64497-8. I've read it a couple times. Favorite chapter is 9, "Nov 79 to Jan 80: Changing the Rules". A good skim through this book will help you understand the obstacles in cornering a market. Richard

Not only is your bandwidth important, but the processor and RAM are equally important if you're watching a lot of symbols at once. Java loves RAM. The more RAM, the better. I'd recommend a dual core processor with a large cache and as much RAM as you can afford. Richard

"After some thoughts on the matter, I've decided to isolate strategies and models from the core application of the Incisor Trading Engine." Smart move. Richard