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所在平台: Udemy |
课程主页: https://www.udemy.com/course/quantitative-bond-trading-on-interactive-brokers-platform/
课程评论：没有评论
课程名称：在互动经纪商平台进行量化债券交易 课程概述：该课程是我互动经纪商API系列课程的一部分，专注于使用TWS Python API客户端进行固定收益证券的交易和管理。此课程可能是全球唯一涵盖债券交易领域中算法交易概念的课程，学生们会发现这一主题十分有趣。固定收益证券一直以来被视为“封闭”和“老式”的资产类别，原因在于债券市场的结构和监管。然而，随着趋势的改变，债券市场也逐渐融入快速发展的算法交易环境。此课程不仅将向您介绍在互动经纪商平台上进行算法债券交易的内容，还将帮助您深入理解使用量化金融工具进行组合优化的概念。 课程技能： - 理解固定收益市场 - 掌握在互动经纪商上的债券交易工具 - 基本债券数学（定价债券、到期收益率等） - 在TWS上的债券交易设置和获取市场数据访问 - 提取特定发行人的债券详情 - 使用债券扫描工具 - 使用并行编程/多线程技术流式传输和存储债券市场数据 - 提取债券历史数据 - 提交简单和高级订单（如“一取消全”）进行债券交易 - 使用量化技术进行组合优化 该课程是根据我现有学生的反馈而创建的，他们要么是经验丰富的债券交易者，要么对获取债券交易经验有强烈兴趣。课程旨在为您提供必要的工具，以在互动经纪商平台上自动化您的债券交易策略，并通过利用IBAPI的高级功能为您提供竞争优势。
This course is part of my interactive brokers API series of courses and focuses on trading and managing fixed income securities using TWS Python API client. This is probably the only course available anywhere in the world that encompasses algorithmic trading concepts in the arcane world of bond trading and students should find this topic very interesting. Fixed income security has hitherto been the "cliquish" and the "old fashioned" asset class owing to how the bond market is structured and regulated. However, things are beginning to change in the right direction and bonds are also slowly beginning to partake in the rapidly evolving algorithmic trading landscape. This course will not only introduce you to algorithmic bonds trading on the Interactive Brokers platform but will also help you gain a thorough understanding of portfolio optimization concepts using quantitative finance tools. You can expect to gain the following skills from this courseThe fixed income market Bond trading tools available on Interactive BrokersBasic bond math (pricing bonds, yield to maturity etc.)Bond trading settings on TWS and getting market data accessExtracting bond details for a given issuerBond scannerUsing parallel programming/multi threading to stream and store bond market dataExtracting bond historical dataPlacing simple and advanced orders (One Cancels All) for bond tradingPortfolio optimization using quantitative techniquesI have created this course based on feedback from my existing students who are either experienced bond traders or have strong interest in gaining bond trading experience. This course seeks to provide you with the required tools to automate your bond trading strategies on the Interactive Brokers platform and to give you an edge by leveraging IBAPI's advanced functionalities.
