Pair Trading Software for IB?

[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

 

[henderson]

What is the market for such software? I could code that up pretty fast.

 

[def]

Quote from 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

you could try the built in arbtrader functionality.

http://www.interactivebrokers.com/en/software/pdfhighlights/PDF-ArbTrader.php?ib_entity=llc

 

[littlfish]

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

Regards,

fish

 

[rounder8]

Quote from henderson:

What is the market for such software? I could code that up pretty fast.

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...

 

[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.

Quote from 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