You're reading from Python for Algorithmic Trading Cookbook Recipes for designing, building, and deploying algorithmic trading strategies with Python

Product type Paperback

Published in Aug 2024

Publisher Packt

ISBN-13 9781835084700

Length 404 pages

Edition 1st Edition

Languages

Python

Tools

Zipline

Concepts

Data Analysis

Author (1):

Jason Strimpel

View More author details

Table of Contents (16) Chapters

Preface

1. Chapter 1: Acquire Free Financial Market Data with Cutting-Edge Python Libraries FREE CHAPTER

2. Chapter 2: Analyze and Transform Financial Market Data with pandas

3. Chapter 3: Visualize Financial Market Data with Matplotlib, Seaborn, and Plotly Dash

4. Chapter 4: Store Financial Market Data on Your Computer

5. Chapter 5: Build Alpha Factors for Stock Portfolios

6. Chapter 6: Vector-Based Backtesting with VectorBT

7. Chapter 7: Event-Based Backtesting Factor Portfolios with Zipline Reloaded

8. Chapter 8: Evaluate Factor Risk and Performance with Alphalens Reloaded

9. Chapter 9: Assess Backtest Risk and Performance Metrics with Pyfolio

10. Chapter 10: Set Up the Interactive Brokers Python API

11. Chapter 11: Manage Orders, Positions, and Portfolios with the IB API

12. Chapter 12: Deploy Strategies to a Live Environment

13. Chapter 13: Advanced Recipes for Market Data and Strategy Management

14. Index

Why subscribe?

15. Other Books You May Enjoy

Set Up the Interactive Brokers Python API

In Chapters 1 through 9, we learned the foundational tools and techniques of algorithmic trading. Now, we’ll put this into practice using Python with the Interactive Brokers (IB) API and Trader Workstation (TWS). TWS is an advanced trading platform that is used by a wide range of traders, both professional and retail. You may consider alternatives to IB that offer API access. Some other brokers include Alpaca, Think Or Swim, Tasty Trade, and Tradier. When opening an account, make sure to consider market access, account type, commissions, and other factors when selecting a broker. Different brokers and account types may have different costs and restrictions.

TWS is known for its suite of trading tools and features that really enhance the trading experience. TWS is equipped with robust risk management tools so traders can effectively manage and mitigate potential trading risks. IB has unparalleled global market access with the ability...