Pairs Trading Automation

Description

This repository is a companion for the lecture on Pairs Trading Automation in Azure.

Course Structure

The course is composed of three main sections:

• Lecture Part 1: Pairs Trading Portfolio Creation
• Lecture Part 2: Real-Time Trading with Interactive Brokers API (IBKR TWS API: Trading Workstation)
• Lecture Part 3: IBController and Automate Streamlined Trading

Environment Setup with Conda

To set up the Python environment, follow these steps:

1. Move to the folder that includes the Conda environment YAML file:

   (base) cd conda-env-yml

2. Create the Conda environment:
   • For Windows:

     (base) conda env create -f myenv-finance.yml

   • For macOS:

     (base) conda env create -f myenv-finance-mac.yml

Course Links

In Korean (detailed explanation):

• Lecture Part 1
• Lecture Part 2
• Lecture Part 3: in preparation

In English (distilled version):

• Lecture Part 1: YouTube
• Lecture Part 2: YouTube
• Lecture Part 3: YouTube

Contributing

Contributions to Pairs Trading Automation are always welcome. You can help by:

• Reporting bugs
• Suggesting enhancements
• Sending pull requests

License

Pairs Trading Automation is licensed under [The GNU General Public License]. You can freely edit and share the contents, but I would appreciate it if you give credit to the original source if you use it for your own projects.

Contact

If you have any questions, feel free to reach out at [daniel@datatrain.education].