Tag Archives: C#

Demo of C# trading strategy calling Interactive Broker real time tick data in C++ via TWSLink2

Demo of C# trading strategy calling Interactive Broker real time tick data in C++ via TWSLink2 C# wrapper client to with logic of Interactive Brokers TWSLink2 C++ DLL
IBMeanReversion

C++ Interactive Broker TWSLINK2 Library DLL (partial)
TWSLink2DLL_update

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Hedging demos in C++ Meetup

Hedging demos in CPP Meetup

 

Let me do some Hedging examples I have been working on. These are done in C++ on Linux. We can even talk about some the equations I am using. These are for futures trading to assess risk including hedging ratio, # number of contracts to use, and basis risk. Depending on my progress over the coming days, I may be able to include hedging uses for options trading as well.

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