2009/01/16
2009/01/15
Interactive Brokers API
- IB
- API and sample code
- API Reference
- Yahoo Group TWSAPI
- IB Forum
- TWSStart
- TWSLink (middleware, API abstraction layer)
- ATS sample architecture
- TREE data server (real-time data capture)
- IB demo site
- Data feed quality
- Excel
- Python
- C#
- WinForms trading program (Ms-PL)
- IB C# API library
- Live data tutorial
- Tradelink ATS (open-source)
- TickZoom (backtesting)
- NMath
- Java
- Perl
- C++
- R
2009/01/12
General Trading Books
- General
- "High Probability Trading", Marcel Link
- "Trading for a Living", Alexander Elder
- Psychology
- "The Disciplined Trader", Mark Douglas
- "Trading in the Zone", Mark Douglas
- "Fooled by Randomness", Nassim Taleb
- Markets
- "Reminiscences of a Stock Operator", Edwin Lefevre
- "Market Wizards", Jack Schwager (1992)
- "New Market Wizards", Jack Schwager (2008)
- "The Stock Trader: How I Make a Living Trading Stocks", Tony Oz (2000)
- Trading Systems
- "Way of the Turtle", Curtis Faith (2007)
2009/01/10
Financial Time Series Analysis with R
- Libraries
- financial charting
- market data retrieval from Yahoo, Google, IB and others
- July 2008 presentation
- R-SIG-Finance query for "Quantmod"
- interface to Interactive Brokers TWS API
- R-SIG-Finance query for "IBrokers"
- Overview
- Community
- R-SIG-Finance mailing list
- Quantitative finance: Wilmott forums
- Quantnet
- fattail
- FINVIZ
- CRAN task views
- Introduction to R data analysis
- NY Times, Jan 2009, "Data Analysts Captivated by R's Power"
- R for Beginners (Emmanuel Paradis)
- Introduction to R (core dev team)
- R time-series tutorial (Shumway & Stoffer)
- CRAN contributed docs
- Google Books preview, "financial time series analysis"
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