Quant Workshop schedule for Trading Infrastructure: LIVE TRADING STRATEGY WITH EXECUTION VIA INTERACTIVE BROKERS TWS

(Last Updated On: November 5, 2013)

Quant Workshop schedule for Trading Infrastructure:  LIVE TRADING STRATEGY WITH EXECUTION VIA INTERACTIVE BROKERS TWS

Interacting with Interactive Brokers Trader Workstation TWS for automated trading

Tues Nov 19 at 7PM EST

– See more at: https://quantlabs.net/blog/2013/11/final-scheduled-dates-for-our-upcoming-automated-trading-system-workshop-with-membership-closing-jan-6-2014/#sthash.oNJSFtWA.dpuf

 

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Area of topics that  can be covered on:

Demo C# Calling TWS Library For Market Orders To Interactive Brokers
Working demo of primitive model with real time market data to calculate and submit market order
Demo of TWS Library Visual C++ sample running with Interactive Brokers TWS
30 minute Youtube video demo with source for Java and R now bridged together with Interactive Brokers API TWS
Notes on architecture of Tradelink use cases and example of API for trading strategy uses
Back-testing trading models with evaluating point forecasts
Demo of C# trading strategy calling Interactive Broker real time tick data in C++ via TWS Library
Demo of Interactive Brokers real time time data working with TWS Library and CPP source code
Demo C# Calling TWS Library For Market Orders To Interactive Brokers
London Quant Improved working model of IQFeed to Interactive Brokers TWS market order submission
TWS Library Batch Tester generated C++ code to Interactive Brokers
Overview of TWS Library callback and event handler for communicating with Interactive Brokers Treader Workstation
C# Demo TWS Library Interactive Brokers TWS with cash position and portfolio management

HOLY! SOURCE CODE AND WALK-THROUGH VIDEOS ARE AVAILABLE FOR MOST TOPIC!

Want to participate? Join our QuantLabs.net Premium Membership for access to this private webinar!    

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NOTE ON HOW THIS WORKS:

It is strongly advised to join as soon as possible to prepare for these topics. This event will cover

any questions you have on the above topics. I need to know what to formally present from a

collection of questions collected 48 hours prior to this event.

THIS IS GOING TO HAPPEN ONCE AND ONCE ONLY

Here is the entire schedule and topics covered:

Final scheduled dates for our upcoming automated trading system workshop with the QuantLabs.Net Premium
Membership no longer be taking new members past Jan 6 2014!

See more at:

https://quantlabs.net/blog/2013/11/final-scheduled-dates-for-our-upcoming-automated-trading-system-workshop-with-membership-closing-jan-6-2014/#sthash.KjcC1jWF.dpuf

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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs