scawful / premia

Risk Premia Trading Client
GNU General Public License v3.0
7 stars 2 forks source link
equity-markets options-trading portfolio-construction risk-management-software

Premia

Description

Premia is a general purpose financial market analysis and trading program. Currently, the program supports linking a TDAmeritrade API key to gain access to features like account information, watchlists, positions, and (soon) trading actions. The program also allows InteractiveBrokers users to connect to their TWS or IB Gateway application natively to support the same features as TDAmeritrade users.

Supported Services:

More details about the future of Premia can be found on my website halext.org/labs/Premia

Building and installation

CMake is required to build Premia

  1. Clone the repository

    git clone --recurse-submodules https://github.com/scawful/premia.git 
  2. Create a build directory in the root workspace folder

    mkdir build
  3. Move to the build directory and generate the build files specified in CMakeLists.txt

    cmake -G "<MinGW Makefiles/Unix Makefiles>" ../
  4. Build and run.

    make Premia
    cmake --build <premia_root/build> --config Debug --target Premia

API Key Instructions

For TDAmeritrade users to link their account, the program starts with a login window that takes as input your consumer key and refresh token.

Alternatively, you can create an apikey.txt and place it in the assets/ folder with your consumer key on the first line and the refresh token you generated on the second line for Premia to load those values for you.

Screenshots

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