Course Outline
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
Course Prerequisites
Please note that this course requires basic python proficiency. At the minimum, you should be comfortable with:
- basic python data types and format
- basic python data structures such as list, dictionary, tuple etc.
- how to create python functions
- how to implement loops in python
- installing and importing libraries
Basic python proficiency is mandatory because Interactive Broker API's python client uses advanced OOP and asynchronous programming concepts. While, I have devoted an entire section explaining these concepts, students with no python knowledge will really struggle to follow along.
Comprehensive
The course starts from the basics of IBAPI and gradually delves into more complex topics
Engaging
Code along lectures and homework assignments to keep students engaged and motivated
Example Curriculum
- Market Data Subscription (6:04)
- Getting Historical Data Using IBAPI (11:55)
- Getting Historical Data (multiple tickers) using IBAPI (15:12)
- Storing Historical Data in Dataframes (12:42)
- Storing Historical Data in Dataframes - II (6:51)
- Extracting Historical Data Iteratively (11:07)
- Storing Historical Data of Stocks from Different Exchanges
- Technical Indicators Intro (4:40)
- TWS Terminal - Technical Indicators (6:54)
- MACD Overview (8:09)
- MACD Implementation Using IBAPI (12:06)
- ATR and Bollinger Bands Overview (8:20)
- Bollinger Bands Implementation Using IBAPI (7:53)
- ATR Implementation Using IBAPI (8:15)
- RSI Overview and Excel Implementation (9:52)
- RSI Implementation Using IBAPI (8:55)
- ADX Overview (4:14)
- ADX Implementation in Excel (12:46)
- ADX Implementation Using IBAPI (11:44)
- Stochastic Oscillator Overview (6:31)
- Stochastic Oscillator Implementation Using IBAPI (6:40)
- Backtesting Intro (3:11)
- CAGR Implementation using IBAPI (14:59)
- Volatility & Sharpe Implementation using IBAPI (8:01)
- Maximum Drawdown Implementation (11:42)
- KPIs for Intraday Strategies (3:15)
- Backtesting Sample Strategy (MACD+Stochastic) (4:01)
- Backtesting Strategy - Extracting Data (6:48)
- Backtesting Strategy - Signal Generation & Return Calculation (19:41)
- Backtesting Strategy - KPI Calculation (6:56)
- Homework - Implement Intraday KPIs (1:27)
- Homework - Solution
- Streaming Tick Level Data (12:46)
- Streaming Aggregated Snapshot Data - I (14:40)
- Streaming Aggregated Snapshot Data - II (10:14)
- Storing Tick Data in SQL DB - I (14:05)
- Storing Tick Data in SQL DB - II (12:43)
- Storing Tick Data in SQL DB - III (8:39)
- Accessing Data in DB (3:24)
- Converting Ticks to Candles (10:29)