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I believe that the hypothesis based approach is the way to go, specially if you are mining the data, since you need to have an idea to test and a clear goal for labelling your data. What ML techniques are you using? I've played around with Neural nets (a few flavours of...

Interesting idea. A few questions. Why R? Why not Python, JS, C...? On 1 & 2 why use in memory matrices instead of a DB...? On 1- if the intraday quote is 5x501 do you only hold 1 candle worth for each stock? Why not Nrowsx5colsx501 ... Or add a 6 the column for ticker and have...

Checkout quantopian. They have a great API with a great backtester (zip line) and historical data. All for free. Their live trading is still in beta.

read the fine print in the contracts regarding intellectual property.

There is a Postgres extension for column-oriented storage http://stackoverflow.com/questions/820796/open-source-column-oriented-storage-engine-for-postgresql

the first part you can do easily from yahoo, quandl or google using the quantmod library For you second part, it can be achieved from yahoo too... but it takes a little more work, since it doesn't use the official API... Here's a couple of examples on how do to it... (it's python, but...

The lines for a game do move similar to a stock price, people speculate on the direction that the line is going to move, and they make bets to take advantage of such moves. Lets say the Cowboys are playing the Redskins, and on tuesday morning when the lines open for the sunday's football...

You got that right. I feel pretty annoyed when having to do too many things on a laptop with 1 pittyful screen and a stupid touch pad, or even worse doing data research from the phone (usually just to get something to back up a Facebook flame war while on the move) Nothing beats a nice...

version 0.2 :) This is a framework to go from any trading idea (or hypothesis) to a trading system, it is (by definition) work in progress and open to feedback and constructive criticism, since this is the only way to make it stronger. This framework is built around the idea of building...

That is a very good observation and a detail that I missed. I'll work to remove that confusion. Thanks. :)

I'm looking to find an RSS feed for regulatory filings on European and Asian exchanges, similar to the SEC's EDGAR system... Does anyone know of any such systems? Thnx in advanced. PS... I've been googling about this for a few months with no luck, so I figured the answer is probably...

------------------------------------------------------------------------------------------- This is a framework to go from any trading idea (or hypothesis) to a trading system, it is (by definition) work in progress and open to feedback and constructive criticism, since this is the only way to...

Sure... package managers dont warranty the quality of the software, they're just very convenient when it comes to getting the install done. I'm pretty sure I'm nowhere near average (or normal for that matter), but typing in the terminal just seems easier than click and point (even in windows I...

have you check'd out daytradetheworld?

Installing pretty much any program in Linux is a matter of typing: sudo yum install thisOrThat program... For some reason I don't understand this functionality doesn't exist on windows.

try commenting your pseudo code to get a clearer picture of what you're doing. for example, why are you using 3 counts? what are you trying to achieve with each loop? why is it there ?

The thing is that windows has no package manager... no tool that you can just tell, install this or install that... so when you install a piece of software and there are missing requirements (like compilers) these dont get automatically taken care of... this is a basic functionality of all the...

the server is all C and runs on Linux... I need python to put a friendly face on the client side. :) thnx for the tip, I'll look into those tools, they may be the best way to keep it simple :)

not sure mate, maybe you can find a better fit on the NYX site... Im pretty sure that information is included on the TAQ data (but that's 3k per month....) I guess the hard part is getting the data in a way that is cost effective :) for a limited number of stocks, crawling the NYSE's website...

Im putting together a trading platform, that will have a windows client, with a python IDE for algotrading... Until last week and for the last year, I've been working on the Linux end of the system... last monday, I had the "pleasure" of doing a full python install on windows (with numpy...