• self.add_source(source) Could provide more informations
• CustomObject(DataSource) Implement a custom source
• Custom zipline adapter to produce data

• Logbook lib enable logging to twitter, might be a better way than email to remote notify
• Generate a report that can be fetch from shiny, the webapp, or automatically when pushing a notification to android device

[ ] Licences [ ] Documentation with sphinx, https://readthedocs.org/, tests with pytest, nose, doctest [ ] A way to keep track of positions before yelling signals, see https://gist.github.com/fawce/1578485 for state machine, monitoring [ ] 13/02 posts on r[ ]bloggers !! [ ] A load() function importing modules, with @check decorator that can handle exception [ ] The save part of backtest results as a generic decorator using database functions ? [ ] Decorator for caching data in optimization process ? [ ] Replace OLMAR algo with https://github.com/quantopian/zipline/pull/98/files#diff-0 (+check logbook setup) [ ] googlegroups [ ] Android app with C2DM push notification (and node.js module) [ ] node tests with nodeunit, jscoverage, http://visionmedia.github.com/mocha/

• http://alignedleft.com/tutorials/d3/using-your-data/
• http://www.dashingd3js.com/adding-a-dom-element

• https://www.sigfig.com/
• http://timetotrade.eu/
• http://www.academictrader.org/
• https://lucenaresearch.com/our-products/
• http://www.rapidquant.com/
• https://github.com/trbck Datafeed and zipline stuffs
• https://gist.github.com/fawce One of quantopian contributor
• https://github.com/quantopian/quantopian-algos pairs-trade worth a try
• https://github.com/ravster/pleasance
• https://github.com/aivgit/aivengo
• https://github.com/fxmozart/encog-dotnet-core Encog markte examples
• http://www.estimize.com/
• https://www.recordedfuture.com/
• http://stocktwits.com/
• http://gekkoquant.com/
• https://github.com/ermakus/pyquik
• https://github.com/gbeced/pyalgotrade
• http://stockcharts.com/school/doku.php?id=chart_school:trading_strategies
• http://quantsignals.wordpress.com/

• boostrap, express, jade, stylus, socket.io, , coffeescript
• https://github.com/socketstream/socketstream (under res/fetcher/quote-stream)
• http://howtonode.org/heat-tracer
• https://github.com/Sly777/Chat-Tutorial-with-Node.js--Socket.io-and-Express
• http://www.danielbaulig.de/socket-ioexpress/
• https://github.com/haganbt/Datasift-Interaction-Counter
• http://www.aerotwist.com/tutorials/getting-started-with-three-js/
• http://processingjs.org/learning/
• http://knockoutjs.com/examples/twitter.html
• http://backbonejs.org/

• http://wiki.openstack.org/StartingPage

• http://braverock.com/brian/R/PerformanceAnalytics/html/PerformanceAnalytics-package.html

• Coursera dude, some repos about comput. Invest: https://github.com/thinklancer
• OpenQuant, strategie lab: https://github.com/maihde/quant (under res/quant)
• High performance trading and execution engine: https://github.com/danielflam/Mervin
• Simulation and live trading, but seems obscure: https://github.com/kpnolan/stock_db_capture
• Automated trading in r, recommended with socketstream or std: https://github.com/yiransheng/rTrader (under res/rTrader)
• std, for shaky trading desk. Real time: https://github.com/yiransheng/std (under res/fetcehr/std)
• SQL Database environment for stocks: https://github.com/hamiltonkibbe/stocks (under res/stocks, tested once, problem with indicators, otherwise work !)

http://www.r-bloggers.com/universal-portfolio-part-10/ http://www.r-bloggers.com/expected-shortfall-portfolio-optimization-in-r-using-nloptr/ http://www.r-bloggers.com/portfolio-diversity/ http://www.r-bloggers.com/backtesting-asset-allocation-portfolios/ http://www.r-bloggers.com/adaptive-asset-allocation/ http://www.r-bloggers.com/portfolio-optimization-specify-constraints-with-gnu-mathprog-language/ http://www.r-bloggers.com/portfolio-optimization-%E2%80%93-why-do-we-need-a-risk-model/ http://www.r-bloggers.com/the-most-diversified-or-the-least-correlated-efficient-frontier/ http://www.r-bloggers.com/minimum-investment-and-number-of-assets-portfolio-cardinality-constraints/ http://www.r-bloggers.com/2-dimensions-of-portfolio-diversity/ http://www.r-bloggers.com/the-top-7-portfolio-optimization-problems/

• Added sortino and informations ration as risk metrics
• http://www.investopedia.com/terms/s/sortinoratio.asp#axzz2KUJ6ZYyV
• http://www.investopedia.com/terms/i/informationratio.asp#axzz2KUJ6ZYyV