Alternatives and similar repositories for ib:

Users that are interested in ib are comparing it to the libraries listed below

• jamesmawm / IB-Trading-Models-And-Backtester
  Modular trading models with Interactive Brokers and backtester in Python
  ☆121Updated 5 years ago
• FearlessXR / IBPythonAPI
  IB Python API related.
  ☆23Updated 7 years ago
• akapur / pyiqfeed
  Python LIbrary for reading DTN's IQFeed
  ☆179Updated 2 months ago
• benjaminmgross / visualize-wealth
  portfolio construction and quantitative analysis
  ☆139Updated 9 years ago
• erdewit / tws_async
  Make the Python IB API from Interactive Brokers run inside an event loop
  ☆83Updated 7 years ago
• ranaroussi / ezibpy
  ezIBpy, a Pythonic Client for Interactive Brokers API
  ☆332Updated 2 years ago
• deltaray-io / ib_dl
  Historical market data downloader using Interactive Brokers TWS
  ☆58Updated 5 years ago
• thalesians / pythalesians
  The Thalesians' Python library
  ☆64Updated 8 years ago
• joequant / algobroker
  Algo execution engine
  ☆91Updated 9 years ago
• Komnomnomnom / swigibpy
  Third party Interactive Brokers Python API generated from TWS C++ API using SWIG.
  ☆158Updated 8 years ago
• deltaray-io / kelly-criterion
  Kelly Criterion calculation
  ☆96Updated 2 years ago
• quantrocket-llc / ibpythonic
  IbPy-like interface for the Interactive Brokers Python API
  ☆59Updated last year
• quantstart / qstrader
  QSTrader
  ☆133Updated 6 years ago
• vollib / py_lets_be_rational
  ☆55Updated 8 months ago
• wegamekinglc / VisualPortfolio
  ☆106Updated 8 years ago
• opendoor-labs / pyfin
  Basic options pricing in Python
  ☆312Updated 10 years ago
• vollib / py_vollib
  ☆324Updated last year
• PythonForForex / ib_insync-guide-interactive-brokers
  A guide to using the Interactive Brokers API with the Python ib_insync library
  ☆86Updated 3 years ago
• denhartog / quantstart-backtester
  ☆45Updated 10 years ago
• chicago-joe / InteractiveBrokers-PairsTrading-Algo
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆89Updated 2 years ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆130Updated 4 months ago
• alpacahq / pipeline-live
  Pipeline Extension for Live Trading
  ☆207Updated last year
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆36Updated 8 years ago
• quantiacs-legacy / quantiacs-python
  DEPRECATED Former Python version of Quantiacs toolbox and sample trading strategies. New toolbox available at: https://github.com/quantia…
  ☆225Updated 4 years ago
• tomyitav / talib-extensions
  Implementing technical indicators that are not implemented in ta-lib
  ☆68Updated 9 years ago
• PeterPanonGit / IBridgePy
  libraries and algorithms for IBridgePy
  ☆34Updated 9 years ago
• vrishank97 / AlgoTrading
  Python Implementations of popular Algorithmic Trading Strategies
  ☆116Updated 2 months ago
• abbass2 / pyqstrat
  A fast, extensible, transparent python library for backtesting quantitative strategies.
  ☆367Updated last year
• khrapovs / vix
  Compute VIX and related volatility indices
  ☆104Updated 4 months ago
• yassinemaaroufi / MibianLib
  Python Options Pricing Library
  ☆275Updated 3 years ago