Hi Tim,

DM me with your contact details. There may be an opportunity for us to collaborate.

Regards, Munder

Take a look our platform StockSharp for algorithmic traders - http://stocksharp.com It a free (no joke) and very reachable for retail traders (especially for newbies). Hope it will be useful.

Read "Market Wizards"?

Take a look at Quantopian (www.quantopian.com), we built it for people just like you!

Drop me a note I may have something for you

If u r looking to build the plumbing, look for someone trying to launch a family office/Hedge fund. If you are looking for the secret sauce recipe, no one will tell you.

@Tim - take a look at the Adaptable Blotter (www.adaptabletools.com). It sits on top of trading system grids and provides a lot of exciting, cutting-edge functionality strategy that boosts productivity. And we might be able to have a chat about your development...

Tim an important decision you have to make is the kind of strategy and alpha you are looking to capture. Some of the tools mentioned above are great (quantopian, quant connect, multicharts). You may be looking to do trading that is higher frequency and more resemblant of market making - in which case you are almost better off as an engineer building your own stack and looking for colocation options. If what you intend to build is off a basic set of parameters, API from retail brokers and even an excel bridge could do the trick. If you want to build something more fundamental based, the tools you use would have to have a rich plugin of economic data (some of which are premium/paid data feeds). Really the you can skin the cat a thousand ways so to speak but understanding what creative edge you can bring to the table from a data and/or signal generating mechanism will determine the right set of tools and how/what you learn. Given your engineering background and your knack for working with data I would advise you look into artificial intelligent approaches to price prediction - it is by far where the savviest in the industry are headed. Dont feel discouragd by a lack of experience, the industry is always evolving even for good quants!

I suggest that you connect with professional quants (those with a formal training in financial engineering-which is a field that brings together mathematics, finance and computer science. Note: not everyone who can write some trading algos is a quant). I was in a similar situation (my background is in math-undergrad). Try connecting with https://www.linkedin.com/in/silahian, and also professional traders. You'll learn a lot.

I think you are correct. the best way to get in and learn it is by doing it. I too have been coding indicators and strategy ideas on the various platforms out there for years. Each for their own short comings have driven me to the next. I am now developing my our own platform and infrastructure that we look forward to share with the world. I can honestly say I am enjoying the creativity, challenges, interactions, and what I am learning.

I am impressed with all the comments.

I want to learn and know more about algorithmic, software trading also. My manual strategies can convert to automatic

http://www.tradingprobabilistico.it/top-algo-trader-italiani.aspx

I think it is important to differentiate between strategies and oms/ems code. At least in my mind, when I see the word strategy, I think of something you might program in NinjaTrader, MultiCharts, etc.

In many situations where someone wants you to program a strategy, you will find they want to pay you with a split of the profits which is normally a terrible idea or almost as bad, you will have a very difficult time getting specs that make sense because of intellectual property concerns.

If you want to work on strategies, there are hundreds of ideas floating around the various forums, many of which make for a decent starting point for something you can code in a platform like NinjaTrader (I mention it because it is free and has reasonable functionality). If you want to work on order management or execution management code, I would recommend taking a look at some of the open source projects and see if there is something you could add one of those.

As an example, this site has a good explanation of how the basic hft stacked book trade works even though the site looks to be dedicated to sports betting (trading is trading). Feel free to pm me if you need some ideas on basic oms/ems functions that any strategy can benefit from.

http://www.cymatic.co.uk/UserManual/Robot.aspx

Ps. Even though I am one of the moderators, I can't remember the current policy on posting an external link. I have no connection whatsoever to that site; I just liked the explanation it contained. If it bothers someone, send me a message and I will delete the link.