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You really haven't given any info. From what you did give the results are positive... bet everything you have

poker pot odds and implied odds might help you.

the difference between professional and individual is that individuals only have access to public markets and dont see/hear/participate with the majority of whats traded.

ninja, multicharts NET, tradestation meta(whatever) are for retail. I have never seen these used in the real world. IMO, you still need to program to research and build profitable trading logic

you could do this with quantopian (zipline) https://www.quantopian.com/ It would take some work though. Start a http://www.kickstarter.com/ project and I'll write it :D

depends what you mean by $ I use python a lot and have written some stuff for free here and there Depending on what you want to know I could write something up but you get what you pay for. :cool:

I use R sometimes. It has the most comprehensive stats packages that I know of. I dont use R for backtesting but there is a backtest library you can google for called quantstrat

from a programming and admin point of view its easier than windows. but if your an end user using applications then windows is better

you can play around in a vm https://www.vmware.com/support/download-player.html If you're making guis windows is still the best other than that go with linux or bsd.

http://www.opradata.com/related_info/vendor_list.jsp

import Quandl import pandas as pd import scipy.stats as ss df=Quandl.get(u'GOOG/NASDAQ_GOOG') avg=df[-30:].Close.mean() sd=df[-30:].Close.std() ss.laplace(avg,sd).cdf(df.Close.tail(1))

I never start out with a full fledged design and then just code to it. I think that's what the "experts" recommend. As far as design patterns you probably want a factory for injecting algos (or maybe a visitor or use something like spring). PubSub. Singleton (globals can be good :D ). Builder...

I agree. My relative is taking a beginner programming class and other than being able to pass a test can't do anything.

http://www.cqg.com/CQGAPI4.0Revised8.5/webframe.html http://www.cqg.com/Products/CQG-API/Resources/CQG-Data-API-Samples.aspx I have only used it with c#. Its much better than TT's xtapi

http://www.advantagefutures.com/ or if your funding the account you could probably use the infrastructure of some proprietary firm like tmg, belvedere, ...

I am familiar with CQG api. I have subscribed to at most 30 instruments but I dont know the max limit. One thing that I found odd is that it limits the order messages per second to 10 but can be bumped up to 25. So if you have a bunch of orders out there and want to cancel them all you have put...

agreed. there are many firms in chicago that match your background. the boxing is a highlight. there's an actuary exam that one firm liked

http://www.verizonenterprise.com/about/network/latency/

what about orderflow

here's an easy way to do it. import demjson,urllib2 def getOptionChain(): url='http://www.google.com/finance/option_chain?q=AAPL&output=json' ii=urllib.urlopen(url).readline() ii = demjson.decode(ii) you could wrap this in c++ and then execute a python interpreter to run...