Python .NET, TA-LIB and QuantStudio

["Joel Reymont" <joelr@xxxxxxxx>]

Folks,

Those of you wishing for a Python trading systems toolkit might want to
look at Python .NET. You can use TA-LIB through the .NET bindings (while
I'm finishing the native Python wrapper) and Python bindings for QuantLib
are already there. See http://www.wagerlabs.com/blog for more info.

I'm now pondering wrapping up QuantStudio in a set of Python classes to
make it really easy to design your own systems and patch any QuantStudio
holes. I also might switch priorities a bit and tackle Python integration
with TradeStation (as someone suggested) first while putting a brand-new
trading toolkit of my own on the backburner. 

BTW, QuantStudio source code is almost a giveaway (dirt cheap) right now.
Do not buy the binaries because you'll be frustrated by the lack of
documentation. Buy the QS source code cheap, rip out whatever suits you
and integrate it into your trading apps. 

The current set includes data and portfolio management, real-time
connectivity to RealTick, MyTrack and IB. IQ feed is almost there and
Bloomberg is close. There's advanced statistical analysis, portfolio
optimization, neural networks, technical analysis and charting. There's
financial math, time series analysis and money management. 12 months of
updates are included.

I don't want to post the price as it will go into the archives but
contact me for more information. 

    Thanks, Joel

-- 
http://www.wagerlabs.com/blog