540 reputation
49
bio website pete.figliozzi@gmail.com
location Austin, TX
age 42
visits member for 3 years, 6 months
seen Jul 8 at 22:17

Professional algorithmic stock trader. Direct market access.

I use R and Python for data analysis and exploration.

I also write automated trading applications in Java using the TWS API from Interactive Brokers.


Feb
3
comment What kind of basic framework or application do you use to run your trading algorithms?
I use Matplotlib (matplotlib.sourceforge.net), a Python library, for most visualization. The exception is when using JMP for data analysis, it has its own plots. JMP is a commercial product that I happen to have a license for through my company, and use it for convenience. There are plenty of numpy/scipy/etc. packages available for Python to do the same stuff. In fact I code stuff up in Python once it becomes part of a process.
Feb
2
comment What kind of basic framework or application do you use to run your trading algorithms?
PostGreSQL. Not sure why I use it over MySQL. Both are freely available.
Feb
2
awarded  Teacher
Feb
2
answered What kind of basic framework or application do you use to run your trading algorithms?
Feb
1
awarded  Supporter