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Calculating Correlations of Forex Currency Pairs in Python

Traders often calculate correlation between different instruments, such as stocks and ETFs, or Forex currency pairs. It is important to know if you portfolio is properly diversified. Highly correlated...

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IB ActiveX API Order status processing with VBA Dictionary object

If you ever submitted an order to Trader Workstation using IB API - you are probably aware of a well-known issue involving Interactive Brokers platform sending back duplicate order status updates. This...

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