When
3:30 PM Saturday
Where
8401
Silicon Valley Code Camp : October 9th and 10th, 2010session
Algorithmic Trading
unassigned
About This Session
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 APIsTime: 3:30 PM Saturday Room: 8401