After trying TradeStation, Ninja Trader, and RightEdge for trading, I've gone back to my engineering root and is starting to explore with MatLab as my quantitative finance tool and eventually as my platform for an automated trading system.
I gave up on TradeStation last year because it just didn't fit my style. Then I gave both Ninja Trader and RightEdge a quick spin (a few days) and found that I need to learn C# to really make use of them. After procrastinating for a couple of months in learning C#, I realize I don't have the time to learn a new language just to start working on a quant tool.
So after some wandering, I stumbled upon MatLab again. In particular, I found out that there's a Financial Toolbox in MatLab that seem to have many of the basic functions that I need. Furthermore, people have used MatLab as an automated trading platform. Since I've been using MatLab as an engineering tool for several years, I wouldn't have to start learning from scratch. Furthermore, because of its academic popularity, there are many existing analytical functions which I can build my future work upon.
Isn't it silly of me? I really should have considered MatLab earlier because it's so well known. I've just always associated MatLab as an analytical tool but never thought that it can be used as an automated trading platform too.
Anyway, my short term plan is to brush up on my MatLab by playing with the financial tools and trying some basic stuff up. I have scheduled 8:00 - 9:00 pm every night to do this with another 10 min afterward to write a brief lesson summary. Let's see how this goes.