Quantitative Bond Trading on Interactive Brokers' Platform
Duration: 04:05:34 | .MP4 1280x720, 30 fps(r) | AAC, 44100 Hz, 2ch | 2.05 GB
Genre: eLearning | Language: English [Auto]
Duration: 04:05:34 | .MP4 1280x720, 30 fps(r) | AAC, 44100 Hz, 2ch | 2.05 GB
Genre: eLearning | Language: English [Auto]
Using interactive brokers' python API client for bond trading and portfolio optimization
What you'll learn
Learn about bond and fixed income trading
Perform qunatitative analysis and portfolio optimization on bonds
Gain familiarity with IBAPI tools
Learn about bond pricing
Requirements
Completion of Courses titled "Algorithmic Trading using Interactive Broker's Python API" and "Interactive Brokers Python API - Advanced Concepts"
Interactive Broker Pro Account
Intermediate level familiarity with finance/trading
Description
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.
Who this course is for:
Traders looking to perform quantitative portfolio optimization on Interactive Broker's platform
Anyone interested in Algorithmic trading and Quantitative Finance
More Info