I've tried a few: - Quantopian: Was good, has tons of data and makes things very easy. Unfortunately you can't easily live trade your algorithms anymore. - Qu

I've tried a few: - Quantopian: Was good, has tons of data and makes things very easy. Unfortunately you can't easily live trade your algorithms anymore. - QuantConnect: Open source, works okay, at the time I wanted it for options trading though and their support for options chains isn't so good. - Zorro: Closed source, paid, uses a weird custom variant of C but works surprisingly well. Mainly focused on forex though. - Others: There are others, like this one, that are mostly unusable because they miss something essential, like broker support or data. QuantConnect is the only real packaged option these days I think but it's also not hard to roll your own. There are brokerages with _really_ easy to use APIs (Tradier is the first that comes to mind).