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Apply FaGroup Filter On Portfolio Selection

Open jaredbroad opened this issue 7 months ago • 1 comments

To give FA more control over order-portfolio allocations -- a single FA groups could be viewed as the entire portfolio. Then multiple algorithms could be deployed (one for each group). IB API has ability to subscribe to specific group events and holdings;

  • Pass group to brokerage data
  • Subscribe to events using the group filter.

Portfolio returned will be a slice of the master but the allocations will be more accurate. The current global view includes master account cash which is required for data subscriptions etc and shouldn't be part of the buying power.

jaredbroad avatar Apr 03 '25 21:04 jaredbroad