Hello Daniel,

I think that Quantopian could do approximately two trades per second, either effectively by submitting 120 orders all at once, every minute, or by attempting to spread them out over the 50 seconds available during a trading minute (bar).

The problem I see is that at $1 per trade, for two hours we are talking about (2 hours)(60 minutes/hour)(60 seconds/minute)(2 trades/second)($1/trade) = $14,400.

See https://www.interactivebrokers.com/en/index.php?f=commission&p=stocks2 for minimum commissions through Interactive Brokers.

Could you do your demo with "paper trading" instead of with real money?

Grant

Hi Grant!
Thanks for the info, seems like i will poring money into interactivebrokers :)
No, but I definitely think that paper trading can be a place to start and try out some ideas for us.
What would an algo like that look like?

Daniel

Hello Daniel,

You can do 15-minute delayed paper trading on Quantopian as a simulation (not through Interactive Brokers). This might be a good starting point, but I get the impression that you want lots of ups and downs every second, which you might not get. Frankly, I'd spend your money on other elements of your display and just write some off-line code that emulates what a trading screen would look like. Then you'll have complete control of the visual effect, which I gather is what you are going for in the end.

Grant

... unless actually throwing money into the market is somehow part of the statement the piece is trying to make. It sounds like Mr. Andersson is pretty intent on the real deal. :)