Trading Platform In Addition To Ec2 Revisited

Recently I opened a discussion on the diverse software platforms which allow the programmers with us to construct trading strategies easily. Here is 1 other addition: Quantopian. It is exclusively inwards alpha stage, simply I did acquire a preview of its features:

1) You tin code inwards Python, which is an easier linguistic communication to larn than Java, simply no less powerful. In fact, I know of a superb programmer who uses Python to backtest HF strategies.

2) It is web-based, which agency you lot tin accept wages of collocation on a server much to a greater extent than stable than your ain desktops. (For those who worry well-nigh the confidentiality of your strategies, the founder indicated to me that they tin run an icon of the software on an Amazon EC2 concern human relationship that you lot owned then they won't induce got access to your codes. As for the confidentiality of codes residing on EC2 itself, delight encounter below*.)

3) It is event-driven (or for those who similar the latest jargon: CEP-enabled), similar all the Java API's that I discussed inwards the previous article.

4) They induce got 1-min U.S.A. equities information for backtesting. Tick-level information volition live available soon.

5) Toolboxes for mutual technical indicators, mathematical algorithms, etc. volition live available soon.

6) They volition run a contest for trading models which makes it easier for independent traders to run past times away trading advisers to others, or to heighten coin for their ain funds.

Unfortunately, alive walk-forward testing is non yet available.

* Some readers induce got wondered whether it is prophylactic to run their trading models on Amazon's EC2. Won't Amazon's employees induce got access to their wildly profitable strategies? The respond is no: Amazon's security policy:

Guest Operating System: Virtual instances are completely controlled past times the customer. Customers induce got sum origin access 

or administrative command over accounts, services, as well as applications. AWS does non induce got whatsoever access rights to customer 

instances as well as cannot log into the invitee OS....

Thanks to a reader OL from French Republic who provided me with this info. He likewise told me that: 

"So, I lastly deployed my momentum strategy on a Linux trial of EC2 (which is gratuitous btw).

I wrote it based on the coffee present application provided past times Interactive Brokers as well as about parts of Algoquant.

So far, I role a European trial of EC2 which alas doesn't induce got the best latency to IB U.S.A. servers (90 ms) simply nevertheless ameliorate than my sleeping accommodation connection. 

Influenza A virus subtype H5N1 examination ping from a U.S.A. trial to IB U.S.A. servers results inwards exclusively fifteen ms ..."

So at that topographic point you lot go: Java+Algoquant+IB+EC2=profit.