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@ValeryN , thanks!

@bagholderforever @HobbyTrading Thanks guys, the more I read on this, the more my inclination is toward Java/Kotlin. Regarding API compatibility, since I dont want to learn complexities of C++, and Java is the 2nd most used lang for brokers APIs, I guess not much choice here. If my broker has...

As I understand you chose Python for your trading setup? Do you have any experience with Java/Kotlin? If so, how would you rate them against Python/Numpy in terms of performance and ease of development?

After further researching this subject on internet, it seems to me Kotlin is the best fit for algo trading. Particularly in terms of: 1) ease of writing (syntax), 2) performance (same as Java), 3) libraries availability / interoperability with Java, 4) works on all OS It also is reassuring that...

Guys and gals, let me ask, in terms of ease of use / faster development, which do you think is better: Java/Kotlin/C#? Also I dont hear people using Go for algo trading, did anyone have experience with it?

@dholliday , thanks! Python and other scripting languages are surely enough for checking setups while trading. But for running backtests / optimizations on large data sets, I found them to be slow. Which leaves me with the choice between Java and C#, and maybe Go.

Thank you all for the answers! Guilty as charged! )) @ValeryN , thanks. yes thats exactly what Im struggling with: 20k lines in AHK (scripting lang) for algo and backtesting engine + 2k lines in Dlang for param optimization = lots of pain in ass to rewrite all this in another lang. In AHK...

I agree. For me the fastest way of developing/testing algos is by writing them in a scripting language. But for a heavy lifting like optimizing parameters on a huge data set, smth like C/C#/Go/Java is needed. My choice for that has been Dlang so far (speed comparable to C++ but simpler syntax...

@Databento I really appreciate you taking time to write such a detailed answer! Some of the Linux stuff you mentioned is above my level of knowledge at the moment, but its very interesting, Im going to save your post and use it as a guide in my learning and system developement. Thanks!!!

@bagholderforever @FreeGoldRush May I ask, why you guys are using data feed from polygon, and not IB?

Hi folks, I notice many algo traders (better ones) write their algos in Java/Kotlin. I wonder if there are advantages of Java over C#, Go or other langs for algo trading? Also, is Linux really better for trading setup than Win? My backtesting engine and trading logic are written in scripting...

After being invaded by Russia in 2014, loosing Crimea to Russia, as well as tens of thousands of its men in this war, Ukrainians are justified to be bit "paranoid", dont you think?

That's why we need scientific method in everything

Expect every trade to be a looser, while strictly following your pre-determined rules. Stress is a fear of loss and uncertainty, if you trick your mind by "expecting" a loss, it has nothing to stress about. Better yet, learn to code and automate your trading technique

@d08 Thanks. Im not very tech savvy, could you advise me on what else could be done to improve security of automated trading system? I was thinking about setup of two PCs: one (A) connected to internet, another (B) connected to A by LAN or parralel port, communicating with each other by Winsock...

Is a home Linux or Windows machine with firewall and all ports (except for platform) closed/stealthed anymore vulnerable than a cloud based one?

As I understand, this tax scheme is intended for "non-Italian-sourced income". For those of us who trade (short term), income is always local. But if Italian tax authorities consider you an investor (longer term trading), this should work. virtusa are you in Italy? Did you check this with...

Luis, thanks! Yea, that's the f-n bureaucratic world we live in. Few decades ago HK and CH banks used to be synonymous with privacy and bank secrecy. Now they are just busybodies working for the governments..

From what I remember, they used to issue long term visas to people with money, now they give "residency" visas. That's a good development As people mentioned here before, if you are a trader, tax authorities in the country of your actual residency would still have the right to fully tax you...

If some countries approved such online work exception (which would be a godsend for all traders) - it would allow many people legally not to pay taxes at all. I doubt it would sit well with tax authorities in Western countries. But I hope your forecast is right