I recently came across a great blog run by fellow Collective2 system developer Sanz Prophet with a treasure trove of information for those just starting out with algorithmic trading. Check out the following posts:
- A quick survey of backtesting tools, including Amibroker, Quantshare, Multicharts, and IQBroker.
- Backtesting a multi-strategy algorithm in Quantopian.
- Running Quantshare in the cloud (Amazon EC2).
- An intro to Amibroker.
A great resource. Visit his blog for more.