This post explains the architecture of IBrokers R implementation in Interactive Brokers API which allows executing orders in the IB Trader Workstation (TWS)....

Trend-following strategy based on the indicators like MACD, SuperTrend, and ADX coded in Python, which is a part of EPAT™ coursework at QuantInsti®....

Complete RecordingCheck out the complete recording of the webinar here: About the eventQuantInsti will be...

Trading using R on Interactive Brokers The session would be covering Installing R-studio IDE Reference sheet for the IBroker Package....

Implied Volatility: From Theory to Practice Volatility is a cornerstone concept in options trading, and...

This webinar offers a unique chance for attendees to interact with a team of Quants & HFT developers on a one-to-one level and ask career-related queries you might have....

This project work explains the implementation of a Pairs Trading strategy using Kalman Filter in Executive Programme in Algorithmic Trading (EPAT™) Course....

Short recap of what happened during 2016 at QuantInsti, which is one of Asia’s pioneer Algorithmic Trading Research and Training Institute...

In this post we defined market impact cost, factors driving it, and learned why the cost assume significance for portfolio managers....

As 2016 nears its finish line, here we are with the list of recommended reading on our blog with the top-rated blog posts, as voted by you! Enjoy the last few days doing what you love most! Read on. System Architecture of Algorithmic Trading This one is straight out of a lecture in the curriculum of…...