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they have a RESTful webAPI... which works well with Python or pretty much any other language http://tradestation.github.io/webapi-docs/en/getting-started/overview/

Python is a low level language? :O

I see what you mean, with underfitting the strategy looks bad when training and it also looks bad when generalizing to out of sample data... but overfitting can be deceptive and show it's ugly face only when generalizing against new data...

Hi guys, The biggest problem I have with this idea of "rolling window" where the old data gets dropped out, is that I can't see a cost effective way to do it... If I'm training a NN, SVM, etc on the new slice of data after using it for a quiz I only need to run training on the new data; but if...

I think that Slacker's advice is right on the money. Python is a language built to be friendly to people who are completely new to programming, it is used in many introductory CS courses for this reason (like the ones found in Coursera). By using quantopian, he could focus on the trading...

Some things are very hard to backtest, like the workings of the queues in the order book... with enough book feeds data and some creative logic you can get a good approximation but it is very difficult to get it right and it'll never be perfect. Other things like the impact of your orders in the...

You could use the IB API with excel through DDE, or you could use their API with several programming languages https://www.interactivebrokers.com/en/?f=%2Fen%2Fgeneral%2Feducation%2Fpdfnotes%2FPDF-TwsExcelAPI.php

The idea that the market is a heterogeneous mix of participants with different investment horizons (from pension funds to hft) is central to the fractal market hypothesis (also known as the investment horizons hypothesis)

If the stock goes down, why will the Calls be exercised? (that should happen when the underlying price is >= to the strike price)

Big players may shake the market when they have a large order to fill. Listening to the squawk box and taking note of who is buying and who is selling what is a good way to get the sense of this. It is not uncommon to see a big buyer come to the market initially with a large sell order, get...

3 and 4 are the same.

what kind of leverage do you get on intraday?

are you allowed to carry overnights?

Good point. I havent thought about it that way. :)

The execution engine at the market runs on FIX mate. It doesn't matter if the brokers API is binary, it must translate to FIX in order to execute in the market.

Any order that is not FIX needs to be translated to FIX at some point. Since all of the execution engines that run the markets speak only FIX (with very few exceptions). By delivering an order already in FIX, it requires one less step to process.

metatrader's language is pretty close to C++ too....

Have you considered that maybe you found a delay on the quote feed?

the order book can give a lot of information about the context of the market at a particular time... the L2 feed is several times the size of any of the other market feeds. More data is good when you're putting together machine learning systems.

Why not FIX8? http://www.fix8.org/