Close Navigation
Learn more about IBKR accounts
Backtesting Your Quant Strategies Using IBKR’s TWS API

Backtesting Your Quant Strategies Using IBKR’s TWS API

Aired On

Nov / 10 / 2022
12:00 pm - EST
Jogi Narain
Atreyu Trading Services

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 Campus that is provided by third-parties does NOT constitute a recommendation that you should contract for the services of that third party. Third-party participants who contribute to IBKR Campus 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 Services and is being posted with its permission. The views expressed in this material are solely those of the author and/or Atreyu Trading Services and Interactive Brokers 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 buy or sell any security. It should not be construed as research or investment advice or a recommendation to buy, sell or hold any security or commodity. 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.

IBKR Campus Newsletters

This website uses cookies to collect usage information in order to offer a better browsing experience. By browsing this site or by clicking on the "ACCEPT COOKIES" button you accept our Cookie Policy.