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Backtesting your Quant Strategies using IBKR’s TWS API – a webinar with Atreyu Trading

Backtesting your Quant Strategies using IBKR’s TWS API – a webinar with Atreyu Trading

Posted September 29, 2022 at 12:03 pm
IBKR Quant
Interactive Brokers

Webinar Title

Backtesting your Quant Strategies using IBKR’s TWS API


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.

Date: Thu, Nov 10, 2022 12:00 PM – 1:00 PM EST

Contributed By: Atreyu Trading

Presented By: Jogi Narain, Chief Technology Officer, Atreyu Trading

Interactive Brokers is not affiliated with Atreyu Trading and does not endorse or recommend any information or advice provided by Atreyu Trading.

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Disclosure: Interactive Brokers

The analysis in this material is provided for information only and 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 by IBKR to buy, sell or hold such investments. 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.

The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Interactive Brokers, its affiliates, or its employees.

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.

Disclosure: Order Types / TWS

The order types available through Interactive Brokers LLC's Trader Workstation are designed to help you limit your loss and/or lock in a profit. Market conditions and other factors may affect execution. In general, orders guarantee a fill or guarantee a price, but not both. In extreme market conditions, an order may either be executed at a different price than anticipated or may not be filled in the marketplace.

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