http://qoppac.blogspot.com/p/systematic-trading-book.html preview https://books.google.co.uk/books?id=y3dxCgAAQBAJ&printsec=frontcover#v=onepage&q&f=false by this guy http://qoppac.blogspot.com/p/about-me.html He's about to check out the new IB Python API http://interactivebrokers.github.io/tws-api/#gsc.tab=0