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
Analyzing Real Portfolios and Transactions from Interactive Brokers
1 message · Billy Pilgrim