Here some 'free promotion' by a Microsoft fan who is using paid and free non-commercial Microsoft tools. I have no relationship with Microsoft other than Office365 (great product! also on iPad/ iPhone and integrates great with Lync / Skype), a Nokia 620 (not so happy due to back driving software, but has been improved recently), and a MAPS subscription of 400 euro a year (for Microsoft Visual Studio Professional). Currently I am learning Python since in C# I did not find nice stuff like Quantopian. Algotrading seems to have started already years ago when there was only C++ and C. Today, also managed code like .NET is fully capable of running real-time. However, generations have grown up with C, C++ and Python...and C# is quite lonely...
By the way, I have a MSc. in Electronics Engineering, and in the past coded also in assembly, C, and C++.....then moved to VB, C#.NET and also a bit X++ (Dynamics AX ERP)..X++ is nasty and will be converted to .NET since X++ is really DOS...Python is also a bit like going back to MS DOS... sorry....IPython is great since it is like Matlab and provides instant runtime, which Microsoft does not have or I do not now how to activate it.
C# has millions of developers world wide. Microsoft has great open source projects as well, and on Microsoft Research you can read a lot of interesting projects. However, seems in algotrading I am alone...so to get a bit of my own world into Python I have some interesting links here, because I don't believe this thread will invite people here to start coding in C#..although an automatic port (like Java to C#) would be great :-). Then C# people can use the open source libraries, but glue it with C#.
An intermediate stage is adding all Microsoft tools to Python. A team at MS did, but I read somewhere, they now do that voluntary (not sure I am right).
My tool kit [won't run on Ubuntu/ you need Windows, but will install at once :-), I had Python, Pythonxy, IPython..and tons of compilation bugs of outdated source files...so a lot of manual stuff...and I already get headache in having all those libraries up-to-date in future...I will not get instant notification in VS that there is an update of Zipline or other library used :-(.
- Microsoft .NET C# / SQL/ MVC development with Visual Studio as IDE; You can go for the free version Express, but for the VS you need at least the Professional edition since it allows 'projects' and named dll compilation. I believe also for the Python integration you need at least that version. No problem, with MAPS you can get for 400 euro a year a license..and that is up to 5 developers including all Windows 8 licenses, etc.
- Team Foundation Server as Application Lifecycle Management (http://www.visualstudio.com/). This was an expensive one for small teams, but today it is ony in the Azure cloud. It is free up to 5 users and it can even handle GitHub. It is great for scrum/ agile development. You have all integrated, even with nightly build (not sure also Python, C# has) and INTEGRATED testing facilities...not to forget..how to test Python decently? A small bug can have great effect....in terms of money here!
- Microsoft SQL Express is a free database which can hold GB's of data, but is limited in its number of processors. You have Microsoft SQL Studio Management Express which seamless integrates with MS;
- The vanilla is a nice plugin for Python (PTVS) http://pytools.codeplex.com/..Now I have intellisense (http://pytools.codeplex.com/wikipage?title=Features%20Editor#intellisense) I can quickly run through the syntax, and understand with the aid of the debugger line-by-line what is happening.
Bullet 4 helped me a lot. I use IPython for trial-and-error and then add it to Visual Studio. With TFS I commit all my changes and with the taskboard of TFService I have all my tasks....but for now....learning Python and trying which algos are succesful.
I hope more people will move to C# since Microsoft has great tools and > 1 million of C# developers world wide.