Have been looking at getting into developing my own algorithms against asx listed companies but it seems there are very few resources for conducting this in the Australian market. Yahoo finance appears to give data for each month in csv format but not accessible data for all listed companies. As in to get a months worth of data you have to download individual csv files for each company. Would be great if a single file had EOD data for all asx listed shares. I'm an experienced user of python and have some R knowledge but python appears to be the way to go with more resources available for this field....and I haven't used R in a number of years.
I'm also wondering how one goes about implementing a strategy through online platforms. Is there even any way to do this in Aus so you can implement your buy/sell/hold/pass commands through an interactive broker (e.g commsec) without much day to day manual intervention? Seems like there is an abundance of data available for doing this on US equities and I'm beginning to think this may be the best way to go for simplicity. Has anyone in Aus had much experience going about this using Quantopian or similar?.... And last but not least, what are the tax implications of trading US stock from here in Aus?
