Its seems like a really cool idea. I have one question: Where do you get all the previous financial data? You scrape from the financial sites?

-- Shameless plug: There is a site I recently built which is kinda related. (I just finished it last week. Still doing some testing, but would like to gather some feedback) Its called QuantHunt (http://www.quanthunt.com/) Basically you write a forex trading bot using a simple API and your progress is tracked in a leaderboard. Real world ticker data is used for the prices.

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