Pair Trading Software for IB?

Discussion in 'Trading Software' started by littlfish, Apr 1, 2010.

  1. littlfish

    littlfish

    ET Pair Traders,

    Is anybody out there using a pair trade program for stocks with IB data and execution?

    Like PairTrade Finder and Intraday Pair Trading Strategy(Tradestation add-on) combined?

    Right now I'm using PTF and IPTS with TS but I'd like to switch over to IB.

    Thanks,

    fish
     
    #1     Apr 1, 2010
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  2. henderson

    henderson

    What is the market for such software? I could code that up pretty fast.
     
    #2     Apr 1, 2010
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  3. def

    def Sponsor

    you could try the built in arbtrader functionality.

    http://www.interactivebrokers.com/en/software/pdfhighlights/PDF-ArbTrader.php?ib_entity=llc
     
    #3     Apr 1, 2010
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  4. littlfish

    littlfish

    Thank you for your responses, but does any such software that I have described exist at the present time?

    Regards,

    fish
     
    #4     Apr 1, 2010
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  5. rounder8

    rounder8

    At least I'd be very interested in this kind of software. I'm trying to code pair trading execution platform for IB right now but as im not pro coder it's a bit difficult task...
     
    #5     Jun 22, 2010
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  6. sals3r0

    sals3r0

    I am now developing my pair trading strategy in OpenQuant. So far looks suitable, but I need still to figure out how to implement some details, like when to open positions (I model pair trading using EOD data) and by using which order type.

     
    #6     Sep 9, 2011
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