StreamAlpha

Getting Started (WIP)

1. Clone repo
2. pip install -r requirements.txt
3. Follow configuration instructions for your Interactive Brokers account
4. On terminal, navigate to the root directory
5. flask run to run API locally
6. python run.py to run dashboard

Note: most features require an active (i.e. open and logged in) instance of Trader Workstation

IB Configuration Instructions

1. Enable the API port
2. Create the necessary Flex Queries from the Interactive Brokers Account Management interface
   1. Create a Flex Query for your trading history
   2. Create a Flex Query for your dividend history

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Options trading assistant for Interactive Brokers (IBKR)

Bolded means I'm currently working on it

Portfolio Analytics

1. Visualize performance for some specified options strategy
   • covered calls

Historic Correlation

Real time screener

1. Potential opportunities for alpha
   • Deviations from historic correlation
   • Sharp deviations from historic implied volatility
   • Options mispricing (e.g. long-dated ITM)
   • Unusual options purchasing activity
   • Aggregate sentiment metrics (e.g. put to call ratio)

Documentation

Scratchpad (WIP)

Roadmap (WIP)

technical architecture (coming soon)

Reference Links

• https://github.com/erdewit/ib_insync
• https://interactivebrokers.github.io/tws-api/