

Ask HN: Python as a Trading Platform - washedup

Anyone here have experience using Python to develop, simulate, and run trading strategies? I am currently an R user that uses a third party software to interact with different exchanges.
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haliax
Can you go into more detail on your setup? I've been using Python to simulate
interday ETF strategies -- which is a relatively simple matter, but haven't
really done anything to complex with it yet.

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mrkmcknz
What setup do you use for this?

I'm quite interested in testing some trading strategies with Python.

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haliax
I get data from Y! finance, using urllib2, and then use csv.DictParser to get
the daily price series. From there I write code that takes in those series for
a given basket, and buys/sells and keeps track of P&L, then use matplotlib to
view results. Email's in my profile if you want to talk more.

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true_religion
Yahoo finance data is notoriously inaccurate, and that may invalidate many
strategies based on it.

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MrMan
don't do it unless you do not need to worry about latency. for things you need
to do a few times a second, python is ok. for things that need to be in a loop
responding to market data, use java or .Net. For code that needs to be very
high frequency with very little latency, use c or c++ with the addition of
hardware accelerators like FPGA.

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Sambdala
I haven't heard of that, but I'm sure lots of people would be interested in
hearing about your experiences.

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wusatiuk
do you want to work via the FIX API or what is the idea behind? please get
some more into detail what you are exactly planning. which brokers, which
strategies, how many transactions,... do you want to trade with high-
performance, within milliseconds?

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washedup
using the API connectors from the third party software.. thanks. I know very
little about Python connectors to specific APIs but trying to learn more. This
is high frequency, so moving lots of quotes around, although not thousands,
maybe hundreds in an hour.

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washedup
although if you count ALL messages to the exchange, easily thousands an hour

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kolbe
Some. What are you wondering?

