Developing a Real Life Fully Automated Trading Algorithm Using Interactive Brokers and Python

In this article I will describe how our backtested algorithm can be used in live algorithmic trading. My broker provides me with the TWS (Trader WorkStation) API which is the solution that I use to build my trading application, obtain market and view account details such as open positions and available cash. The basic idea of […]

This Trading Algorithm Landed Me in the Top 10 on Quantopian

Quantopian is a Boston-based company that aims to create a crowd-sourced hedge fund by letting freelance quantitative analysts develop, test, and use trading algorithms to buy and sell securities. All members can compete against other members in a series of contests called the “Quantopian Open.” Anyone can join the site and enter the contests. Quantopian […]

Is it Time to Buy Lufthansa?

Airline stocks have taken a massive hit as customers cancel all but urgent travel and governments introduced travel restriction s and ban foreign citizens from entering their countries due to the ongoing COVID-19 crisis. There’s no doubt the carriers’ first-quarter earnings will get a hit massively. Some might even go bankrupt without a government bailout. […]

Calculating Stock Beta

The Beta of an asset is a measure of the sensitivity of its returns relative to a market benchmark (usually a market index). How sensitive/insensitive is the returns of an asset to the overall market returns (usually a market index like S&P 500 index). What happens when the market jumps, do the returns of the […]