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Note below, zipline is tuned for quantopian data. Check out backtrader https://www.quantopian.com/posts/zipline-outside-of-quantopian

Hi, Looking for input on NT vs python, or both, or other in this thread: https://www.elitetrader.com/et/threads/strategy-development-building-blocks.335654/

Was thinking tick data will enable me to generate whatever bar I need. Had a brief look at Quandle - they don't appear to have intraday data? Any thoughts on the free quantopian dataset: https://www.quantopian.com/data/quantopian/us_equity_pricing The nuances of each trading idea has required...

Thanks all. Surprised no support for ninjatrader, given many contributors here use it. What are the pros/cons of NT vs python? What drew me to NT was it can hook into datafeeds and IB straightaway so no messing about if it comes to deployment. Is it straightforward to plug into live data from...

Hi, This post covers trading platform, data sources and programming. Let me know if I need to move to another section. I have been using a mixed bag of tools and data sources to develop trading strategies. Mostly manual data download of equities and forex data. These are store in a local mysql...

Difficult in what way? Fewer brokers offering options trading or something else? Thanks.

I have the same book but haven't finished. Found out I have been using some of the techniques he is describing around cross validation. Machine learning in finance is a totally different beast. Given the author has changed employers I'm not overly convinced he's cracked it either.

python, matlab

What's the legend for the 3 colours?

Thank you for the responses. There appears to be consensus to get the basics of understanding the market dynamics first, and quite a few people rely on charts. To clarify I don't code strategies straight away. I get hold of data and visualise the data using various tools; often overlaying...

Hi all, Just joined the forum today after someone recommended it. I've been working on algorithmic trading for the last 3 years. I have a full time job, so I do this just about every night and every weekend. The first 1.5 years was just on data sourcing and cleansing. Then generating signals...