Algorithmic Trading using Interactive Broker’s Python API

Algorithmic Trading using Interactive Broker’s Python API

English | MP4 | AVC 1280×720 | AAC 44KHz 2ch | 87 lectures (12h 53m) | 5.76 GB

Implement algorithmic trading strategies on Interactive Broker’s platform

Design and deploy trading strategies on Interactive Broker’s platform. Automate every step of your strategy including, extracting data (stock data and fundamental data), performing technical/fundamental analysis, generating signals, placing trades, risk management etc. Gain a thorough understanding of native interactive broker’s API.

You can expect to gain the following skills from this course

  • API trading
  • Advanced python concepts (OOP concepts, multi-threading etc.)
  • Extracting historical data
  • Extracting fundamental data
  • Harnessing streaming tick level data
  • Incorporating technical indicators using python
  • End to End strategy design and deployment
  • Handling asynchronous calls
  • Sqlite database management
  • Interactive Broker’s TWS terminal
    Relevant account settings in IB

What you’ll learn

  • Algorithmic Trading
  • Interactive Broker API
  • Quantitative Finance
  • Advanced Python Concepts
Table of Contents

Introduction to Interactive Brokers & its API
1 IBAPI Courses
2 IB TWS Introduction
3 IB API Architecture
4 Anaconda Distribution Intro
5 Creating Virtual Environment (Optional)
6 Installing IB Python Client
7 Installing IBAPI using PIP
8 API Configuration Settings

Advanced Python Concepts
9 OOP Basics (Class – I)
10 OOP Basics (Class – II)
11 OOP Basics (Inheritance)
12 Threads in Python
13 Turning Daemon Threads into Your Angel
14 Multi threading using Event object
15 Websocket Intro

Understanding IB API Python Wrapper
16 Eclient and Ewrapper Class Intro
17 Important – Debugging Errors Arising from Function Signature Changes
18 IBAPI Function Change Catalogue
19 Getting Contract Info
20 Asynchronous Implementation Intro
21 Asynchronous Implementation Using Event

Historical Data
22 Market Data Subscription
23 Important Note Please Read
24 Getting Historical Data Using IBAPI
25 Getting Historical Data (multiple tickers) using IBAPI
26 Storing Historical Data in Dataframes
27 Storing Historical Data in Dataframes – II
28 Extracting Historical Data Iteratively
29 Storing Historical Data of Stocks from Different Exchanges

Order Management
30 Placing a Simple Limit Order Using IBAPI
31 Placing Order – Reusable Code
32 Cancelling Orders
33 Modifying Orders
34 Other Important Order Types

Other Important API Calls
35 Getting Open Orders Information
36 Getting Position Details
37 Homework – Getting Account Summary & PnL Details
38 Homework Solution

Technical Indicators in IB
39 Technical Indicators Intro
40 TWS Terminal – Technical Indicators
41 MACD Overview
42 MACD Implementation Using IBAPI
43 ATR and Bollinger Bands Overview
44 Bollinger Bands Implementation Using IBAPI
45 ATR Implementation Using IBAPI
46 RSI Overview and Excel Implementation
47 RSI Implementation Using IBAPI
48 ADX Overview
49 ADX Implementation in Excel
50 ADX Implementation Using IBAPI
51 Stochastic Oscillator Overview
52 Stochastic Oscillator Implementation Using IBAPI

Backtesting Strategies
53 Backtesting Intro
54 CAGR Implementation using IBAPI
55 Volatility & Sharpe Implementation using IBAPI
56 Maximum Drawdown Implementation
57 KPIs for Intraday Strategies
58 Backtesting Sample Strategy (MACD+Stochastic)
59 Backtesting Strategy – Extracting Data
60 Backtesting Strategy – Signal Generation & Return Calculation
61 Backtesting Strategy – KPI Calculation
62 Homework – Implement Intraday KPIs
63 Homework Solution

Designing & Deploying Strategies on IB
64 Strategy Implementation – Blueprint
65 Strategy Implementation – Data Preparation
66 Strategy Implementation – Signal
67 Strategy Execution Demo
68 Closing All Positions Programatically

Streaming Market Data
69 Streaming Tick Level Data
70 Streaming Aggregated Snapshot Data – I
71 Streaming Aggregated Snapshot Data – II
72 Storing Tick Data in SQL DB – I
73 Storing Tick Data in SQL DB – II
74 Storing Tick Data in SQL DB – III
75 Accessing Data in DB
76 Converting Ticks to Candles

Extracting Fundamental Data
77 Fundamental Data API Basics
78 Storing Fundamental Data in XML File
79 Parsing XML Data – I
80 Parsing XML Data – II
81 Parsing XML Data – III
82 Handling Multiple Fundamental Data Files

Getting Corporate Events Data
83 What Why and How of Corporate Events Data
84 Getting Events Data Using WSH API
85 Parsing Events Data
86 Storing Events Data for Multiple Stocks in Required Data Structure
87 Backtesting Assignment

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