Getting Started with the Interactive Brokers Native API

Here at Robot Wealth, we trade with Interactive Brokers (IB) primarily because they offer access to global markets at a reasonable price. In recent times, IB has put some time and effort into upping its tech game, including development of an API for interacting with its desktop trading applications. An application that interacts with IB’s …

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Why We Use Apache Beam For Our Systematic Trading Data Pipeline

In the world of Big Data, there are lots of tools and technologies to choose from. Choosing the “right” one depends on the things that you are building and the problems you are trying to solve. Trading firms have skilled teams that monitor and deploy data pipelines for their organisation and the technical overhead that …

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Using Apache Airflow to Extract CoT Data

In today’s post we are going to be extracting CoT (Commitment of Traders) reports from the CFTC website using a pipeline built on Apache Airflow. What is CoT data? The CoT report is a weekly publication which reports the open positions of market participants in the U.S futures market. It’s published every Friday at 3:30 …

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A Review of Zorro for Systematic Trading

One of the keys to running a successful systematic trading business is a relentless focus on high return-on-investment activities. High ROI activities include: Implementing new trading strategies within a proven framework. An example might be to implement a portfolio of pairs trades in the equity market. Scaling existing strategies to new instruments or markets. For …

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Optimising MetaTrader for Algorithmic Trading

If you’ve ever delved into the world of retail foreign exchange trading, you’ll have come across the MetaTrader platform. Let’s be clear. The platform has its drawbacks. If you’ve traded “grown-up” markets, some of the features will leave you scratching your head. But one thing’s for sure – MetaTrader provides fast, convenient access to pretty …

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Fun with the Cryptocompare API

Cryptocompare is a platform providing data and insights on pretty much everything in the crypto-sphere, from market data for cryptocurrencies to comparisons of the various crytpo-exchanges, to recommendations for where to spend your crypto assets. The user-experience is quite pleasant, as you can see from the screenshot of their real-time coin comparison table: As nice …

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We Love Free Data: Replacing Yahoo Finance Market Data

In keeping with our recent theme of providing useful tidbits of algo trading practicalities, here’s an elegant solution that resolves Yahoo’s unceremonious exit from the free financial data space. Regular readers would know that I use various tools in my algo trading stack, but the one I keep coming back to, particularly when I’m ready …

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How to Run Trading Algorithms on Google Cloud Platform in 6 Easy Steps

Earlier this year, I attended the Google Next conference in San Francisco and gained some first-hand perspective into what’s possible with Google’s cloud infrastructure. Since then, I’ve been leaning on Google Cloud Platform (GCP) to run my trading algorithms (and much more) and it has quickly become an important tool in my workflow! In this …

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