Yeah, I was kind of thinking that about R, but it's nice to hear from someone else.
What you described is my end goal, I know it'll probably take me some time to get to that point, but I think with the available tools I can eventually get to that point.
A pipe dream of mine would also be to mine data from Twitter, Reuters, etc..., and with some clever regex scripts try to gather news about various companies and incorporate that into my scripts (if the script could look for positive/negative connotations connected to various numbers that would be even better).
For now I've got a few scripts to gather quotes that are fairly basic, but effective (and gather real-time quotes remarkably well - nice being able to quickly check on things from a console).
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