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Python is much faster then Java for quickly testing strategies / implementing. I can make the argument mathematically sound by simply presenting that fact you need to type much less words and letters when using python vs Java (due to dynamic typing), thus if you type at a constant rate of x...

I am starting this journal to document progress on using Interactive Brokers to algorithmic trade. I will be starting from 0 and going through the steps. This took about 3-6 months of planning, learning different brokers and APIs, and finally it seems IB is the path of least effort. The...

Does it need to have an open protocol or API?

http://www.investopedia.com/terms/c/cagr.asp << Who the hell writes like that, that diagram looks like multiplication not a power. Also it seems you need to use the amount you invest instead of the price of the stock.

I see interesting I think I get it now. But this is something that cannot apply to short positions or shortterm trading? For example I look into UWTI 3.95 Dec 31, 2015, 314.4 Dec 31, 2013, (314.4 / 3.95)*(1/2) = 39.79 = CAGR, stddev(CAGR) = 219.5. So 0.18 Sharpie? Sharpie is something...

Thanks, I will take a look, I have had your book on the backburner to order since Christmas.

Just a comparison / easier explanation is all i was asking, I hate when I get that answer, when you could of typed up a simple explanation for what it is, instead you type why I need to read more, sorry don't mean to sound rude. I spend all my time to read to code better, I cant spend time I...

Hello, Your blog inspired me to start this and look into IB, I never thought a single person that can program can make ANY money from algo trading. You are clearly not a single person as your experience is probably equal to 100s. I was wondering thought where you get your quotes from, you said...

Options are very interesting, in fact that was my first go to. Something involving options, as there is just so much calculation and strategy involved, a human could never beat a computer. But I could not find any good + affordable real time streaming options data.

Interesting, about running the brokerage, I have not ever considered that as it seems so far off yet I am very interested, can you elaborate? From what I read/know about HFT (mostly speakers at DEFCONs), its placing trades in micro/nano seconds, and due to the sheer speed requirement where you...

Yea, something to use instead of GIC/Bank which barely/cant beat inflation. I realize this, in fact it is a common argument anywhere. There are lots of serious traders so why trade? There are lots of serious algos that will beat me in the market and take my money. There are lots of serious...

IMO for starting out I like C# because the ecosystem is really mature, you have Visual Studio which destroys eclipse in terms of productivity. You have a language that is more natural to write, Java syntax, function naming, packaging is wonky and confusing. Example in Java you write int...

Hello, I am a well versed programmer knowledgeable in common languages that are both fast and functional. I am looking for someone that has a trading strategy or idea for a platform. I am interested to build a system using IB Gateway, Python wrapper for IB, and Erlang to read market data...

I am interested in developing a trading platform / system. I have been programming and reverse engineering for quite some time. If you have a strategy that works, reach out to me.

I can help you develop/implement the code/logic for the strategy

Is there any simple strategy to earn ~10% yearly? I would be happy to outperform the bank/GIC while KISS. I am a well versed coder and reverse engineer. These days I only code serious programs using Erlang and C, in the passed I coded using C#, C, C++, Lua. I prototype using python, I do...

What skills do you have to bring to the table? I am well versed programmer and RE, but I do not have trading experience or strategy.