Appendix A – resources

A.1 IB-related resources

API download page – https://www.interactivebrokers.com/en/index.php?f=5041, https://interactivebrokers.github.io

API Online Reference Guide – https://interactivebrokers.github.io/tws-api/index.html

Java API Quick Reference (PDF) – http://interactivebrokers.com/download/inst/JavaAPIQuickReference.pdf

Full API Reference Guide (PDF) – http://interactivebrokers.com/download/newMark/PDFs/APIprintable.pdf

Getting Started with the TWS Java API for Advisors (PDF) – http://interactivebrokers.com/download/GettingStartedJavaAPIAdvisors.pdf

IB Gateway User’s Guide (PDF) – http://individuals.interactivebrokers.com/download/newMark/PDFs/gateway.pdf

Java API Samples for the Getting Started Guide (ZIP) – http://interactivebrokers.com/download/JavaAPIExamples.zip

API Webinars - http://interactivebrokers.com/en/general/education/webinars.php?p=a&ib_entity=llc

API customer service and technical support – api@interactivebrokers.com
(tell them that you are using IB-Matlab, which in turn uses IB’s Java API)

Cummunity Q&A forum – https://groups.io/g/twsapi

Unofficial [huge] list of IB API Q&As – https://dimon.ca/dmitrys-tws-api-faq

A.2 MathWorks webinars

Real-time trading in MATLAB –
https://undocumentedmatlab.com/IB-Matlab/real-time-trading-system-demo
Recording of a presentation I gave at the MATLAB Computational Finance Virtual Conference in September 2013, explaining how IB-Matlab can be used for real-time trading, including downloadable source-code for demo trading application.

MathWorks algorithmic-trading portals –
https://mathworks.com/discovery/algorithmic-trading.html
https://mathworks.com/discovery/automated-trading.html (similar to above)

Algorithmic trading with MATLAB for financial applications – https://mathworks.com/videos/algorithmic-trading-with-matlab-for-financial-applications-81775.html

Cointegration and Pairs Trading with the Econometrics Toolbox – https://www.youtube.com/watch?v=ew4bHzIS4Sw (also source files)

Machine Learning for Algorithmic Trading –
https://mathworks.com/videos/machine-learning-for-algorithmic-trading-1503691224414.html

Energy trading & risk management with MATLAB –
https://mathworks.com/videos/energy-trading-risk-management-with-matlab-81745.html

Automated Trading with MATLAB –
https://www.mathworks.com/videos/automated-trading-with-matlab-81911.html

Automated Trading System Development with MATLAB –
https://www.youtube.com/watch?v=YP7t_3jusD4 (also source files)

Commodities Trading with MATLAB –
http://www.mathworks.com/wbnr78374

A.3 Additional open-source Matlab resources

Spatial Econometrics Toolbox for Matlab –
http://spatial-econometrics.com

Algorithmic trading code in the Matlab File Exchange –
http://www.mathworks.com/matlabcentral/fileexchange/?term=trading