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Comment on Algorithmic Trading: A Practical Tale for Engineers

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Very neat story. Thanks for writing it up. The nuts and bolts of this kind of operation are fascinating. I know a lot of people out there have trading ideas, but don't really know how to implement them.

If you just finished the post and you want to try coding up a trading algorithm for free, check out http://www.quantopian.com. It uses Python, not MQL, and provides free data and backtesting. (Yes, I work at Quantopian)

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