Kyle Matoba is a Finance PhD student at the UCLA Anderson School of Management. He gave a presentation on Algorithmic Trading with R and IBrokers at a recent meeting of the Los Angeles R User Group. The discussion of IBrokers begins near the 12-minute mark.
Josh had kindly invited me to post on FOSS Trading around the time when he first came up with the idea for the blog. Fast forward a year and I am finally taking him up on his offer. I’ll start by highlighting that while all the software in this post is indeed free (true to FOSS), an account with Interactive Brokers is needed to make use of it. For those not familiar with IB, they offer a trading platform that excels on numerous fronts but is most appealing to those of us who trade algorithmically.
Jeff Ryan’s IBrokers package was mentioned on Ernie Chan’s blog, Quantitative Trading. Though the package is still in pre-alpha stage, it is generating quite a bit of interest. Source: Ernie Chan Friday, January 16, 2009 Quantitative Trading: Algorithmic Trading Technology Update