>>"Y-01"> > 1. J practise; > 2. interesting task; > 3. the effect of social reinforcement (international team); > 4. experiments with strategies; > 5. possibility to earn some candy wrappers (like btc or usd) > 6. pride oneself and pride for the lost time.
>Also I propose to start with Mtgox.com (reason: not to deal with the FIX protocol) For reasons which should now be obvious, I do not think committing to the MtGox API is a very good idea. I don't think BTC trading is a very good idea at all, with the state of the brokerages. The trends are preposterously predictable, but the operational risk is ridiculous. I don't want to have to join the Yakuza to get a fill. I'd rather trade Black Sea wheat; at least I have a chance of understanding the operational risk there. I eventually hope to eventually use J to trade my own P/L using Interactive Brokers. You can download and run the API whether or not you have an account. The main problem is, IB's API is in Java and C++. There was a C wrapper as well, but I haven't looked at it in some time. https://www.interactivebrokers.com/en/?f=%2Fen%2Fsoftware%2Fibapi.php Their feed, of course, is junk if you want to do HFT, but it's a place to start. >From the other end of things: if you want to write a backtest gizmo, I wrote >the 0MQ wrappers for this purpose. Something like White's reality check should >be pretty easy to implement as well. -SL -SL ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
