Re:An Introduction to Stock Market Data Analysis with R – Pa...
by MR4D on Tuesday March 28, 2017 @11:00AM
(#13977116)
Given the network latency of 43ms between, say, Houston, and NYC, you are completely correct.
Source: https://ipnetwork.bgtmo.ip.att.net/pws/network_delay.html
I think Python is a great tool for finance, particularly with libraries like Pandas, Numpy, etc. Most of the work in those libraries is C/Fortan/etc anyway. Great community. For more 'academic' style work/exploration, I think R might have an edge, but I personally find it more difficult to write and maintain high quality code in R.
I'd like to just throw a quick plug in for an open source project I'm working on [1]. It's an event-driven trading library written in Python. We're pretty close to having live trade execution ready in an alpha state.
The motivation is that you can put together a pretty simply strategy in ~40 lines of code. The codebase is designed to be pretty flexible & modular. Mike from http://quantstart.com has some great resources & many of his recent articles use the same library.
[1]: https://github.com/mhallsmoore/qstrader