Algorithmic Trading with Interactive Brokers (Python and C++)

Through Interactive Brokers, software developers can write applications that read financial data, scan for contracts, and submit orders automatically. Individuals can now take advantage of the same high-speed decision making and order placement that professional trading firms use. This book walks through the process of developing applications based on IB’s Trader Workstation (TWS) programming interface. Beginning chapters introduce the fundamental classes and functions, while later chapters show how they can be used to implement full-scale trading systems. With an algorithmic system in place, traders don’t have to stare at charts for hours on end. Just launch the trading application and let the TWS API do its work. The material in this book focuses on Python and C++ coding, so readers are presumed to have a basic familiarity with one of these languages. However, no experience in financial trading is assumed. If you’re new to the world of stocks, bonds, options, and futures, this book explains what these financial instruments are and how to write applications capable of trading them. Matthew Scarpino is a veteran programmer with over twenty years of experience and a CFA Level II candidate. Table of Contents Chapter 1: Introduction Chapter 2: Stocks, Bonds, and TWS Chapter 3: Trading Options with TWS Chapter 4: Options Strategies Chapter 5: Trading Futures Contracts Chapter 6: Fundamental Classes of the API Chapter 7: Contracts and Orders Chapter 8: Accessing Financial Data Chapter 9: Scanning for Securities Chapter 10: Advanced Orders Chapter 11: Computing Technical Indicators Chapter 12: Implementing Option Strategies in Code Chapter 13: The Turtle Trading and Bollinger-MFI Systems Chapter 14: Practical Algorithmic Trading Appendix A: The FIX Protocol Appendix B: The Kelly Criterion —- ISBN: 9780997303735 | ISBN10: 0997303735 | ISBN-13: 978-0997303735