This webinar describes the process of backtesting for quantitative strategies using IBKR’s historical data. We will show how to use an open source backtesting framework to retrieve historical data through the TWS API and the steps required to progress toward live trading. An example of a fully-fledged strategy will be provided for educational purposes.
This instructional material presented builds on a recent IBKR blog series: “Building your automated strategy with IBKR: From Back Testing to Paper Trading to Live Execution,” by Jogi Narain of Atreyu Trading.
Disclosure: Interactive Brokers
Information posted on IBKR Webinars that is provided by third-parties and not by Interactive Brokers does NOT constitute a recommendation by Interactive Brokers that you should contract for the services of that third party. Third-party participants who contribute to IBKR Webinars are independent of Interactive Brokers and Interactive Brokers does not make any representations or warranties concerning the services offered, their past or future performance, or the accuracy of the information provided by the third party. Past performance is no guarantee of future results.
This material is from Atreyu Trading and is being posted with permission from Atreyu Trading. The views expressed in this material are solely those of the author and/or Atreyu Trading and IBKR is not endorsing or recommending any investment or trading discussed in the material. This material is not and should not be construed as an offer to sell or the solicitation of an offer to buy any security. To the extent that this material discusses general market activity, industry or sector trends or other broad based economic or political conditions, it should not be construed as research or investment advice. To the extent that it includes references to specific securities, commodities, currencies, or other instruments, those references do not constitute a recommendation to buy, sell or hold such security. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.
Disclosure: API Examples Discussed
Throughout the lesson, please keep in mind that the examples discussed are purely for technical demonstration purposes, and do not constitute trading advice. Also, it is important to remember that placing trades in a paper account is recommended before any live trading.