Interesting thread - haven't been involved in any kind of structured trading except trying optimisation using ProRealtime which looks similar to Pro Trader mentioned above. (Which by the way did not work for me reliably) My question is a basic one, did anybody here make any money from all that sort of trading already or is it just an intellectual challenge? Looks like there are very large costs involved in hardware, programming time, etc. Have been trading CFD's myself for a couple years and looking at my expenses I find a large percentage of my gross income gets chewed up with spreads, CFD interest, holding deposit interest not earned, brokerage. In addition I think one should add an opportunity cost for time lost sitting in front of the computer programming and analysing (for example if one were to spend 1000 hours a year on trading this should be valued at between $30000 to $50000 pa and also be considered an expense). So it is really not easy to make money from trading once using these sort of criteria.