You should focus on the trading part and not on the low level implementation of a trading system.Use kdb+ both for database and the trading system and R for the analytics part.Kim
The book is very nice and usefull. Especially the comparison of the intraday volume accross all countries.Do you mind to tell us what do you use for organizing the data? How do you draw the pictures? Do you use Matlab, R or Mathematica?Kim