Triangle-SWAT / triangular_arbitrage

Create a custom trading system using Dash and Interactive Brokers
MIT License
1 stars 2 forks source link

Triangle Arbitrage

An awesome Triangle Arbitrage App to begin quantitative finance

About The Project

This is Duke Fintech 533 final project(2022 Spring) for Team Triangle SWAT. We are building a triangle arbitrage trading app. Triangular arbitrage results from a discrepancy between three foreign currencies that occurs when the currency's exchange rates do not exactly match up. We are using python as the primary language. We successfully set up an interactive automatic trading system by using Dash to set up our website and linking to IBKR to obtain real-time data. All trade information will show in our app after every successful deal, such as the best trading path, capital invested, and profit gained.

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Built With

This section should list any major frameworks/libraries used for the project.

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App Functionality

  1. Visualize in currencies exchange rate and trading volumn for USD, EUR, GBP, JPY, and AUD
  2. Check the arbitrage opportunity and place order
  3. USD Exchange rate Index(Additional Variable)

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Getting Started

Basically all you need to do is link your IBKR account to our app and click our "Arbitrage" button to watch if ther is arbitrage opportunity. After that, our automatic trading system will start to work, and whenever there is an opportunity, you can manually trade by click the trade button.

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Prerequisites

You need a username and password for our app, and an active IBKR account.

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Acknowledgments

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