This is intended as a question quite open to any suggestions, hints or pointers. I wish to start playing around with home brewed automated investment models, the beginnings of which I have concepts for. I'm familiar with a few frameworks/languages that I suspect might be able to help me in this. Suggestions regarding other languages than those specified are also welcome.
I might be able to query XML data from Google or Yahoo finance APIs? Not overly familiar with XML. Where would I find the relevant tutorials or information on XML to achieve this purpose?
Also, is there a way to make searches through a large set of "current" stock data (current value of many stocks) for certain specified conditions?
Thank you!