Quantitative Bond Trading on Interactive Brokers' Platform
Using interactive brokers' python API client for bond trading and portfolio optimization
Quantitative Bond Trading on Interactive Brokers' Platform free download
Using interactive brokers' python API client for bond trading and portfolio optimization
This course is part of my interactive brokers API series of courses and focuses on trading and managing fixed income securities using TWS Python API client. This is probably the only course available anywhere in the world that encompasses algorithmic trading concepts in the arcane world of bond trading and students should find this topic very interesting. Fixed income security has hitherto been the "cliquish" and the "old fashioned" asset class owing to how the bond market is structured and regulated. However, things are beginning to change in the right direction and bonds are also slowly beginning to partake in the rapidly evolving algorithmic trading landscape.
This course will not only introduce you to algorithmic bonds trading on the Interactive Brokers platform but will also help you gain a thorough understanding of portfolio optimization concepts using quantitative finance tools.
You can expect to gain the following skills from this course
The fixed income market
Bond trading tools available on Interactive Brokers
Basic bond math (pricing bonds, yield to maturity etc.)
Bond trading settings on TWS and getting market data access
Extracting bond details for a given issuer
Bond scanner
Using parallel programming/multi threading to stream and store bond market data
Extracting bond historical data
Placing simple and advanced orders (One Cancels All) for bond trading
Portfolio optimization using quantitative techniques
I have created this course based on feedback from my existing students who are either experienced bond traders or have strong interest in gaining bond trading experience. This course seeks to provide you with the required tools to automate your bond trading strategies on the Interactive Brokers platform and to give you an edge by leveraging IBAPI's advanced functionalities.
