finelybook
Algorithmic Trading with Interactive Brokers (Python and C++)
Authors: Matthew Scarpino
ISBN-10 书号: 0997303735
ISBN-13 书号: 9780997303735
Publisher Finelybook 出版日期: 2019-09-02
pages 页数: 418 pages
Book Description
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.
Contents
Chapter 1: Introducing Algorithmic Trading and Interactive Brokers
Chapter 2: Stocks,Bonds,and Trader Workstation(TWS)
Chapter 3: Stock Options
Chapter 4: Option Trading Strategies
Chapter 5: Trading Futures Contracts
Chapter 6. Fundamental Classes of the TWS API
Chapter 7: Contracts and Orders
Chapter 8: Accessing Financial Data
Chapter 9: Scanning for Securities
Chapter 10. Advanced Order Configuration
Chapter 11: Technical Indicators
Chapter 12: Implementing Option Combinations
Chapter 13: The Turtle Trading and Bollinger-MFI Systems
Chapter 14: Practical Algorithmic Trading
Appendix A: The FIX Protocol
Appendix B: The Kelly Criterion
