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Quantitative Finance: Concepts, Tools, and Career Paths – Part III

Although Quantitative Finance is important to be studied by aspiring quants, it is a fact that a lot of people who are professional at trading knowledge are from all kinds of backgrounds.

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Market Data Functions with the IBrokers Package

QuantInsti demonstrates how to create and customize real-time market data functions with the IBrokers package.

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Data Science: Postpone the Reward

I invite you not to surrender with your model in R. As much as you push and try, the more probability of success you might have.

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Order Functions with the IBrokers Package

This tutorial demonstrates how to create and submit orders using the IBrokers package.

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R Code: Setting X-Axis As The Selected Dates

This post shows a simple R code to set x-axis as some selected dates rather than using 1, 2, 3, ... on x-axis.

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Should I Hire an Algorithmic Trading Freelance Developer? (No, You Shouldn’t)

A freelance algorithmic trading developer is someone who codes your trading idea for you.

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How to Get Started with the IBrokers Package

The IBrokers package is an open-source R programming package for connecting to the Interactive Brokers Trader Workstation API.

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How to Get a Job in a High-Frequency Trading Firm – Part II

For the quantitative developer role, you would be expected to implement or modify the strategies and/or infrastructure developed by the research team.

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R is For Finance? Most Definitely – Part One

A Conversation with Jeff Ryan on the Origins of Chicago’s R/Finance Conference, and the Challenge of AI.

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R is For Finance? Most Definitely – Part Two

In finance, though, Ryan believes that AI-driven quant and systematic trading face a difficult underlying challenge: trying to remove biases.

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October 2024 Highlights from the IBKR Quant Blog

Are you interested in recent updates on Quant and Algo Trading? Make sure to check out the following articles.

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Time-Series of Implied Shocks Using Principal Component Analysis

Implied shocks are a valuable tool for scenario analysis and often used to assess the impact of a change in a variable on a portfolio.

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How to Install R and RStudio

This tutorial guides you through installing R and RStudio on Windows or Mac.

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R: A Simple Replication of Cointegration Test Results

This post is a straightforward replication of the Johansen cointegration test results from Johansen and Juselius (1990) using R urca package.

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Algorithmic Trading: What it is, How to Start, Strategies, and More – Part II

Develop skills in statistics, time-series analysis, and using tools like Python, Matlab and R. Focus on problem-solving and data analysis.

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Coding Order Functions with the IBrokers Package

This tutorial introduces you to essential order functions such as reqIds, twsOrder, placeOrder and cancelOrder.

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The Value of an Option at Expiration

One thing that is known and always unchanging, however, is the value of a given option contract at expiry. This is the most fundamental thing about an option.

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A General Approach for Exploiting Statistical Arbitrage Alphas

Statistical arbitrage is a well-understood concept: find pairs or baskets of assets you expect to move together, wait for them to diverge, and bet on them converging again.

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Long Options Payoff Profiles

In this article, we explore the payoff to holding long options positions.

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R Code Snippet: Transform from Long Format to Wide Format

This post introduces a simple R code snippet for transforming the long format data to the wide format.

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