I have been trading options primarily for about four years. I am just getting my feet wet with some futures paper trading. I have done quite a bit of reading and study but still consider myself a beginner and relatively unseasoned. I have had some great wins but also some nasty losses, principally from lack of discipline.
One of my skills is being a very experienced software geek. I would love to get a fairly full data feed and do my own data mining and analysis for a while with the goal of building my own trading system. But most data feeds and existing systems work seems to be on Windows. I really abhor Windows. What are my options for getting good data feeds and order execution capabilities on Unix based systems (Linux and Mac in my case)?
I would also love to have some recommendation as to relevant books, software and such. I am playing with QuantLib and have excellent database skills.
thanks.