[ddeck]

Not sure what you mean by portal, but I wrote my own execution system that I run on a server located close to my broker and the exchanges.

Market data is via a consolidated feed and execution via my broker to a variety of venues. I don't run any high frequency strategies so 100ms from exchange data to execution is fine for me.

I use R for most research and strategy development.

[xedarius]

Ah sorry, I was interested in what broker you use for market connectivity.

Also, are you able to detail where you source your market data from?

Sounds like a really interesting setup I'd love to know more about it.

[ddeck]

I use IQFeed[1] for data. Despite their website, I've always found their product and developer support to be excellent given the price point.

[1] https://www.iqfeed.net/

[joelreymont]

Who do you use for execution? I wish I could use Interactive Brokers for server-side but, I think, that requires 100k and FIX connection.

[fireblade]

If you're making any consistent profits these days with such a primitive setup, you probably have some pretty fantastic insights that you could be selling to a hedge fund or bank

[ddeck]

The issue is strategy capacity.

There are many more strategies that will generate consistent returns on a few million dollars than there are that will generate the same return on a hundred million dollars.

This is a key advantage of being an individual and a problem every quant fund faces as they grow.

[artmageddon]

Like the other commenter, I'd be interested in learning more about your setup for your data feeds too!