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Algorithmic Trading using Interactive Brokers Python API

Introduction to Interactive Brokers & its API

Teaser (4:16)
IB TWS Introduction (8:57)
IB API Architecture (7:01)
Anaconda Distribution Intro (3:37)
Creating Virtual Environment (Optional) (9:59)
Installing IB Python Client (5:01)
API Configuration Settings (7:27)

Advanced Python Concepts

OOP Basics (Class - I) (15:52)
OOP Basics (Class - II) (8:34)
OOP Basics (Inheritance) (12:25)
Threads in Python (14:49)
Turning "Daemon" Threads into Your Angel (6:36)
Multi threading using Event object (7:09)
Websocket Intro (13:17)

Understanding IB API Python Wrapper

Eclient and Ewrapper Class Intro (14:48)
Getting Contract Info (14:19)
Asynchronous Implementation Intro (10:42)
Asynchronous Implementation Using Event (10:12)

Historical Data

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

Order Management

Placing a Simple Limit Order Using IBAPI (11:49)
Placing Order - Reusable Code (5:08)
Cancelling Orders (7:35)
Modifying Orders (5:14)
Other Important Order Types (16:12)

Other Important API Calls

Getting Open Orders Information (7:47)
Getting Position Details (7:08)
Homework - Getting Account Summary & PnL Details (3:56)
Homework - Solution

Technical Indicators in IB

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 Strategies

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

Designing & Deploying Strategies on IB

Strategy Implementation - Blueprint (10:27)
Strategy Implementation - Data Preparation (9:30)
Strategy Implementation - Signal (15:56)
Strategy Execution Demo (4:57)
Closing All Positions Programatically (4:57)

Streaming Market Data

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)

Extracting Fundamental Data

Fundamental Data API Basics (9:56)
Storing Fundamental Data in XML File (11:08)
Parsing XML Data - I (17:08)
Parsing XML Data - II (19:36)
Parsing XML Data - III (10:58)
Handling Multiple Fundamental Data Files (11:07)

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