Interactive Brokers has paper trading and good docs http://www.interactivebrokers.com/en/p.php?f=tws&p=p http://www.interactivebrokers.com/en/p.php?f=tws&p=p ht

Interactive Brokers has paper trading and good docs http://www.interactivebrokers.com/en/p.php?f=tws&p=p http://www.interactivebrokers.com/en/p.php?f=tws&p=p http://www.interactivebrokers.com/en/p.php?f=programInterface http://www.interactivebrokers.com/en/p.php?f=programInterfac... http://www.maxdama.com/ http://www.maxdama.com/ talks about the IB api a bit. I skimmed your comments and kept seeing the word python. There's a 3rd party python-IB package here (can't vouch for it): http://code.google.com/p/ibpy/ http://code.google.com/p/ibpy/ http://epchan.blogspot.com/ http://epchan.blogspot.com/ talks a little bit about basic pairs trading strategies. My experience has been that adding complexity off the bat is usually not the way to go. I don't personally know anyone who is using AI/machine learning as their primary strategy generation mechanism, but maybe I just run with the wrong circles. I'm interested in collaborating with smart people re trading ideas, so if you're interested as well, fire me an email.