[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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