AlexShakaev/backtesting_and_algotrading_options_with_Interactive_Brokers_API
backtesting and algotrading options using Interactive Brokers API (native python api)
This project helps individual traders and quantitative analysts automate the backtesting and live execution of options trading strategies, specifically for call spreads on SPY. It takes market data from Interactive Brokers and applies a strategy based on price movements and a Bayesian change point detection algorithm to determine entry and exit points. The output is automated trade orders submitted through Interactive Brokers.
No commits in the last 6 months.
Use this if you want to automate an options trading strategy with specific entry/exit rules based on technical indicators and change point detection using your Interactive Brokers account.
Not ideal if you are looking for a simple tool to manually manage options trades or if you do not have an Interactive Brokers account with market data subscriptions.
Stars
56
Forks
19
Language
Jupyter Notebook
License
—
Category
Last pushed
Oct 11, 2023
Commits (30d)
0
Get this data via API
curl "https://pt-edge.onrender.com/api/v1/quality/ml-frameworks/AlexShakaev/backtesting_and_algotrading_options_with_Interactive_Brokers_API"
Open to everyone — 100 requests/day, no key needed. Get a free key for 1,000/day.
Higher-rated alternatives
polakowo/vectorbt
⚡️ Lightning-fast backtesting engine to find your trading edge.
asavinov/intelligent-trading-bot
Intelligent Trading Bot: Automatically generating signals and trading based on machine learning...
Drakkar-Software/OctoBot-Script
Quant trading framework by OctoBot. Write, backtest & automate Python trading strategies like...
paperswithbacktest/pwb-toolbox
The toolbox for developing systematic trading strategies. It includes datasets and strategy...
ScottfreeLLC/AlphaPy
Python AutoML for Trading Systems and Sports Betting