I was previously a professional trader. For quantitative mid frequency trading on a retail size account that doesn't require ultralow latency: Many pros use IB

I was previously a professional trader. For quantitative mid frequency trading on a retail size account that doesn't require ultralow latency: Many pros use IB personally and their java API is quite good. You'll be disappointed to know that MOST finance apps are built for windows environments and are frustrating to work with. IB's is quite reasonable. IB also lets you pull historical data that is quite decent, though they cap the rate at which you can pull historical data bars. http://www.maxdama.com/ http://www.maxdama.com/ has written quite a bit about the IB API and I've found the provided documentation is actually quite good. For pseudo HF type trading I'd say to take a look at lime brokerage. REDI plus (Goldman sachs' platform) also has reasonable resources, though its harder to set up an account. for IB I think you just need 8k or so to open an account. Transaction costs are also the best for most retail/hackerish type applications (smallish quantitative based trading). Also i'm interested in collaborating with HN people regarding trading strategies. I think the HN crowd is actually sort of the idea crowd to try to make it. There seem to be quite a few pros that actually read HN as well. Would love to get in touch with anyone who is interested in working on strategies or even just talking.