I mentioned in various places that Alphacet Discovery is an industrial strength integrated platform for backtesting and implementing quantitative trading strategies. But of course, it has many competitors, one of which is a relatively new company called Deltix. Deltix has the distinction of offering a full Matlab interface, which is convenient if you are already a Matlab programmer. (Full disclosure: I previously have a consulting relationship with Alphacet, but have none with Deltix.)
There is also a new website for sharing trading strategy software called Quantonomics. In the words of its founder Joshua, the goal is to "connect programmers and stock traders". Joshua also told me that he will create a custom application on his site for any of you readers as a gift!
A colleague of mine in Singapore, Dr. Li Haksun, who was previously a quant with UBS and BNP Paribas, is offering a course on quantitative trading strategy in July. It covers more theoretical concepts than my own courses: e.g. hidden markov model, stochastic control, and Kalman filters are included.
And of course, my own workshops on Backtesting and Statistical Arbitrage will be offered again in London next week.