I’ve casually browsed this reddit for the last two weeks and I’m looking to spend some time over the next couple weeks getting my feet wet.
There are a couple of questions I have:
Which services are most common from placing trades? (Robinhood, etc)
Which data-providers are commonly used? (I have access to lots of cheap/free infra so would likely fork data sets into my own hosts.)
What do you consider to be the most essential libraries for algotrading?
What services/libraries do you use to conduct back-tests on your algorithms? Do you mock out trades on historical data, wrap your library to perform nulled trade, or?
Given I have limited financial knowledge, a moderate understanding of math/stats, and a professional level of engineering/infra experience, what resources would be most valuable to my learning?
It seems that Python is the standard, in part for the existing open source libraries. However, I’m comfortable working at a professional level in Go/Java/C# as well.
Also out of curiosity, what features in any providers that you use are completely missing? Just asking as it’s always nice to see where there demands in an space.
Thanks for your time.
Submitted September 28, 2020 at 02:08AM by sudo-vim