Automated trading systems built directly on Interactive Brokers' TWS API and IB Gateway — covering US stocks, options, futures and multi-asset strategies. Python-based, backtested, and production-ready.
Every strategy is custom-coded, rigorously backtested on historical IBKR data, and deployed with full institutional risk controls.
Momentum-driven systems that identify and ride sustained directional moves in US stocks and ETFs. Uses EMA crossovers, relative strength rankings, sector rotation signals, and ATR-based position sizing. Trades S&P 500 constituents and sector ETFs via IBKR's direct market access.
Systematic strategies that exploit short-term price overreactions in liquid US stocks. Built on Bollinger Band squeezes, RSI extremes, and overnight gap fill patterns. Particularly effective on high-volume mid and large-cap stocks with tight IBKR spreads.
Systematic options strategies built around implied volatility — selling premium when IV is elevated and buying when IV is compressed. Includes iron condors, straddles, strangles, vertical spreads, and calendar spreads. Full Greeks management with automatic delta hedging via IBKR's multi-leg order types.
Pairs trading systems exploiting temporary mispricings between cointegrated US stock pairs — for example within the same sector (JPM vs BAC, or AAPL vs MSFT). Uses spread Z-score signals, Kalman filter estimation, and dynamic hedge ratios to enter and exit trades on IBKR.
Systematic income-generating strategies — automatically selling covered calls against existing equity positions or cash-secured puts on target stocks. Selects strikes based on delta targets and DTE (days to expiry), rolls positions automatically at predefined thresholds via IBKR's options chain data.
Market-neutral strategies that go long strong stocks while shorting weak ones within the same sector — capturing the relative performance spread while minimising directional market exposure. Uses fundamental screening, price momentum ranking, and beta-adjusted position sizing via IBKR's short locate service.
Rules-based portfolio rebalancing systems that maintain target asset allocations — automatically calculating required trades, executing in optimal order to minimise market impact, and handling corporate actions and dividends. Integrates with IBKR's portfolio data for real-time allocation tracking.
Machine learning models (XGBoost, Random Forest, LSTM) trained on IBKR historical price, volume, earnings, and options flow data to generate directional trade signals. Walk-forward validation, feature importance analysis, and live retraining pipelines ensure the models remain predictive over time.
Interactive Brokers' API is one of the most powerful — and most complex — in the industry. Genuine expertise takes years to develop. I have it.
Full implementation via both Trader Workstation API and IB Gateway — the preferred headless connection for automated systems. Handles connection management, reconnection logic, and session persistence correctly.
Complete order type coverage — market, limit, stop, adaptive, VWAP, TWAP, bracket orders, OCA groups, and complex multi-leg combo orders for options strategies. Proper handling of order states, fills, and partial executions.
Live price streaming, options chain data, implied volatility surfaces, historical data requests, and fundamental data via IBKR's data subscriptions. Handles pacing violations and concurrent request limits correctly.
Real-time account value, margin requirements, buying power, and position tracking across multiple accounts and sub-accounts. Handles IBKR's complex margin calculation model for portfolios containing stocks, options, and futures simultaneously.
Precise contract definition for equities, options (strikes, expiries, right), futures, and forex across all IBKR-supported exchanges — a common source of errors for less experienced IBKR developers that I navigate reliably.
Efficient historical OHLCV, tick, and options data retrieval from IBKR for backtesting pipelines. Handles data gaps, corporate actions, adjusted prices, and IBKR's rate-limited historical data API without errors.
Risk management is not an afterthought — it is architected into every system from the very first line of code.
Configurable daily and total drawdown limits that automatically halt all trading activity and send immediate alerts — preventing a bad day from becoming a catastrophic loss.
Kelly Criterion, fixed fractional, or volatility-adjusted position sizing — calibrated to your specific account size, risk tolerance, and strategy characteristics. No oversizing in favourable conditions.
Stop loss orders placed directly on IBKR — not just tracked in software — ensuring positions are protected even if the local system loses connectivity. Bracket orders used wherever appropriate.
For options strategies — delta, gamma, vega, and theta limits enforced at the portfolio level. Automatic hedging triggers when aggregate Greeks breach predefined thresholds.
Telegram and email alerts for every significant event — order executions, errors, margin warnings, connectivity issues, and end-of-day P&L summaries. Complete visibility at all times.
Automatic reconnection to IB Gateway, position reconciliation on restart, and orphaned order detection — ensuring the system always has an accurate picture of its true state after any interruption.
Request Private Discussion — we will discuss your strategy, instruments, timeline, and exactly what it will take to build it properly.
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