Interactive Brokers Amicable Interactive Brokers Data Analysis using Python and R using reticulate In this post, I will demonstrate through an example the immense joy of working with both R and Python using reticulate! First a little on the background, the discussion and arguments on R
Trading Backtesting Model - Trade top 5 stocks from the previous day Trying out a toy model that follows the following rule set: * Pick top 5 stocks from the previous day * Invest a fixed amount of INR 5000 in each stock * Exit the stocks the
Trading Using RQuantLib on MacOSX Using RQuantLib on MacOSX * First install QuantLib as mentioned here [http://quantlib.org/install/macosx.shtml] * Install Boost brew install boost * Download QuantLib A version that slightly lags using: brew install QuantLib This
Trading Options Spread position at expiry I've been spending the last couple of weeks creating some algorithmic trading code. I took a spread position on the markets earlier this month. I wagered on fairly large movements from
Trading Box Plot Spread Trading Model Just finished a box plot spread trading model. Here is the payoff diagram :-)