Connect to IBKR with Python
This post shows how to connect Python to Interactive Brokers with ib_async and download historical prices into pandas.
Python
API
Downloading data
Code
Blog & Code
Backtests, data, and equity strategy ideas. Code when relevant.
Why a model with no predictive power can score 90% accuracy
When an outcome spans several future observations, training labels can overlap the test period. This post shows how purging that overlap removes the inflated accuracy.
Python
Machine Learning
Backtesting
Code
Why You Need to Bootstrap Your Trading Strategy
This post shows how bootstrapping can reduce uncertainty about whether the performance of backtested trading strategies reflects a genuine edge or chance.
Python
Backtesting
Statistics
Code
Download Tick Data from LSEG Tick History in Python
Download trade and quote data from LSEG Tick History using Python, with chunked requests, automatic retries and resumable CSV exports.
API
Python
Downloading data
Code
Does the price of butter predict the S&P 500? The reason you need cointegration.
Two unrelated series can appear highly correlated, even when there is no real relationship between them.
Python
Backtesting
Statistics
Code
Using the chess rating system to predict the World Cup winners.
A walk-forward test of the chess rating system on four World Cups.
Python
Backtesting
Code
How to Backtest a Strategy
A set of short Python lines to backtest a strategy.
Python
Backtesting
Code
Are markets overvalued?
Three portfolios' performance across the full range of S&P 500 monthly returns, 1988 to 2026.
Python
Backtesting
Code
Estimating the Frequency of Market Crimes
Using Detection-Controlled Estimation to recover hidden market crimes from observed prosecutions.
Python
Code
Investing in high-yield dividend stocks?
A monthly-rebalanced, equal-weighted portfolio of the top 30 highest-yielding US stocks benchmarked against the S&P 500.
Python
Backtesting
Code
Does a Large One-Day Move in the S&P 500 Predict Next Week's Return?
One-week S&P 500 total-return outcomes after large single-day moves, 1988 to 2026.
Python
Backtesting
Code
Following insider trades?
A monthly-rebalanced, equal-weighted portfolio of the largest net-dollar insider buyers benchmarking against the S&P 500.
Python
Backtesting
Code
Classify Insiders as Informed
Classifying insiders as informed according to Cohen, Malloy & Pomorski (2012) routine/opportunistic insider split.
Code
Python
Download Stock Data from LSEG Workspace in Python
A copy-paste pipeline for pulling every Swedish stock since 2000, active and delisted, into one CSV.
API
Python
Downloading data
Code
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