Session Details

Algorithmic Trading  

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3:30 PM Saturday
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Algorithmic Trading, or robo trading is the use of an automated system to trade financial instruments such as stocks. This session will focus on how to make your own automated trading system using Python. This session will show how to test and execute a trading strategy using APIs from Interactive Brokers, and the Open-Source project IbPy. The agenda is as follows: Disclaimer, Motivation, Introduction to tools, Interactive Brokers, IbPy, Building an Automated Trading System with IbPy, Strategy Generation/Evaluation, Back-testing, Strategy Evaluation, Strategy Execution, Market Prices, Portfolio Status, Order Execution, Complete Trading System Demo, Advanced Trading APIs

The Speaker(s)


Peter Harrington

Peter the person writing this. Peter has two degrees in Electrical Engineering, five US patents and has contributed to a number of research publications. He is actively involved in programming competitions and the open-source community. He is the author of "Machine Learning in Action". Currently he (I) am chief scientist at Zillabyte.
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