July 2026
Intermediate to advanced
536 pages
10h 39m
English
In Chapter 12, Set Up the Interactive Brokers Python API, and Chapter 13, Manage Orders, Positions, and Portfolios with the IB API, we set the stage to begin deploying low frequency algorithmic trading strategies into a live (or paper trading) environment. High frequency strategies typically focus on streaming tick data, depth of book data, and latency considerations, which are out of the scope of this book. Before we get there, we need two more critical pieces of the algorithmic trading puzzle: risk and performance metrics and more sophisticated order strategies that allow us to build and rebalance asset portfolios. For risk and performance metrics, we will introduce the Empyrical Reloaded library, ...
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