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Nope, there is absolutely no way to do this with python or ruby. :) Seriously though, there are some existing frameworks and products that you could check out.
by owyn 14y ago
Nope, there is absolutely no way to do this with python or ruby. :)
Seriously though, there are some existing frameworks and products that you could check out. I haven't used this myself, it's just in my bookmarks:
http://www.rapidquant.com/features http://www.rapidquant.com/features
A C++ library with python bindings:
http://quantlib.org/index.shtml http://quantlib.org/index.shtml
And a low level library for data analysis:
http://pandas.pydata.org http://pandas.pydata.org
- grumps 14y agoIf you use their library/SDK/Framework.... how do you actually trade, do you still need a brokerage? Sorry a bit new to this field.
- owyn 14y agoYep, almost any of them have an API these days. Your software would make the list of trades which is uploaded and executed... Oh, I forgot about another backtesting framework for python. It has a built in IDE as well. http://www.quantopian.com http://www.quantopian.com
- fawce 14y agoI work at quantopian. We are working on broker integration, so you will be able to trade algos you develop live. Our backtesting engine, Zipline, is opensource - https://github.com/quantopian/zipline https://github.com/quantopian/zipline Zipline was unveiled at PyData NYC, and the presentation materials are here: https://app.quantopian.com/posts/hello-from-pydata https://app.quantopian.com/posts/hello-from-pydata