Things on this page are fragmentary and immature notes/thoughts of the author. Please read with your own judgement!
https://www.quantstart.com/
https://github.com/edtechre/pybroker
https://github.com/whittlem/pycryptobot
https://github.com/asavinov/intelligent-trading-bot
Good Platfroms
API Algo Trading Landscape has a good summary.
Charles Schwab supports algo trading via the thinkorswim® platform (thinkScript). For more details, please refer to Coding for Traders: Building Your Own Indicator . Charles Schwab is currently developing Trade APIs (both for commercial and individual) .
9 Great Tools for Algo Trading has a good summary
In terms of cost to get started, Alpaca < QuantConnect < QuantRocket < IteractiveBrokers .
Open Source Trading Platforms/Projects
MIT Open Course Ware - Trading
quantos, kungfu, vnpy, RQAlpha2
https://zhuanlan.zhihu.com/p/34822731
Data Source
polygon.io
polygon.io is great data source with free plans available.
Taxes
Short-term taxes
Wash Sale
Please refer to
Tips on Wash Sale
for detailed discussions.
Order Types
Misc
http://www.zhihu.com/question/28557233?from=profile_question_card
http://myquant.cn/
http://www.vnpy.org/quantlib-tutorial.html
http://www.vnpy.org/talib-tutorial.html
http://www.vnpy.org/basic-tutorial-4.html
http://www.zhihu.com/question/33555640/answer/56820093
https://www.zhihu.com/question/25074959/answer/31184123?from=profile_answer_card
https://www.zhihu.com/question/21789812/answer/22369809
https://zhuanlan.zhihu.com/p/20505282?refer=edwardfuna
https://zhuanlan.zhihu.com/p/20502027?refer=edwardfuna
https://www.zhihu.com/question/34868706/answer/106024559
https://www.zhihu.com/question/36532600/answer/68127964?from=profile_answer_card
https://www.zhihu.com/question/31817168/answer/53462153
Prediction of Hidden Liquidity in the Limit Order Book of GLOBEX Futures
Mclean, R. David and Jeffrey Pontiff, 2016, Does Academic Research Destroy Stock Return Predictability, The Journal of Finance 71(1), 5-32.