[R-SIG-Finance] Analyzing Real Portfolios and Transactions from Interactive Brokers

Billy Pilgrim bpilgrimmeister at gmail.com
Wed May 15 22:31:21 CEST 2013


Hi

I am trading with Interactive Brokers and I am trying to determine how I 
would go about easily loading my IB transactions into blotter for later 
analysis with the PerformanceAnalytics package.  I have searched 
r-sig-finance and blogs for any discussions on this subject but have not 
found any info so far .... just managed to give myself a headache 
scanning all the posts.

If anyone can point me in the right direction it would be very helpful.  
Although IB's reporting system is fairly adequate on real money accounts 
it is not available for the paper trading and it does not have the 
ability to isolate performance of trading individual instruments.

Regards ... Billy



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