Systematic trading research kit

Connect to IBKR. Backtest before you trade.

Start from a working Python reference for paper-brokerage data, a signal-agnostic backtest loop, position sizing, and risk controls—then use two research guides to challenge overfitting, bias, and unrealistic cost assumptions.

$691 ZIP + 2 Markdown guides
Build your testing stack — $69 Inspect the research flow

Educational research only. Paper trading only. No signals, trade recommendations, brokerage service, live execution, or performance promise. Not affiliated with Interactive Brokers.

013 Labs Trading Systems Bundle artwork showing an IBKR paper-data, Python backtest, and research-review workflow
Paper brokerage dataIB Gateway or TWS via ib_async
Working Python codeSeven files with a passing synthetic-data test suite
Signal-agnostic loopSeparate signal, sizing, risk, and trade log
Validation disciplinePBO/CSCV, bias, sensitivity, and cost review

The complete research path

Connect the data. Run the test. Try to reject the result.

Most strategy tutorials stop at the signal. This bundle focuses on the less glamorous layers that determine whether a backtest is structured, reviewable, and honest enough to continue researching.

01 / CONNECT

Pull historical daily bars

Use the included IBKR connector with a locally running paper account, IB Gateway or Trader Workstation, and your own market-data permissions.

PAPER TRADING ONLY
02 / BACKTEST

Plug in your own signal

Keep signal generation separate from fixed-fractional sizing, stop-loss checks, the day-by-day loop, and the trade log.

NO STRATEGY PROVIDED
03 / CHALLENGE

Review the research process

Use the two guides to examine overfitting, degradation, sensitivity, look-ahead, survivorship, fill assumptions, and transaction costs.

NO RETURN CLAIM

Illustrative research workspace

The goal is not a pretty chart. It is a result you have tried to break.

This synthetic interface illustrates the bundle's workflow. It is not included software, a customer account, or a real strategy result.

research_pipeline / synthetic_sampleILLUSTRATIVE ONLY

01 / DATA CONNECTION

PAPER
IBKR / TWS OR GATEWAY
SYNTHETIC_SAMPLE
Historical barsUSER SUPPLIED
CredentialsNOT STORED

02 / SIGNAL-AGNOSTIC BACKTEST

SYNTHETIC TRACE · NO PROFIT OR RETURN DATA
SignalSWAPPABLE
Position sizingSEPARATE LAYER
Risk controlsEXPLICIT
Trade logREVIEWABLE

03 / RESEARCH REVIEW

PBO / CSCVREVIEW
Performance degradationCHECK
Sensitivity analysisREVIEW
Look-ahead biasCHECK
Survivorship biasREVIEW
Transaction costsCHECK

One purchase, three parts

Infrastructure plus the discipline to question it.

WORKING ZIP

IBKR Backtesting & Risk-Management Starter Kit

Seven documented Python files covering the paper-account connector, backtest loop, position sizing, stop-loss logic, two textbook signal examples, and synthetic-data tests.

  • IBKR historical daily bars into pandas
  • Fixed-fractional sizing and percentage stop loss
  • SMA and RSI examples demonstrate swappable signals
VALIDATION GUIDE 01

Backtest Overfitting & Validation Guide

A practical explanation of Probability of Backtest Overfitting and combinatorially symmetric cross-validation, grounded in the peer-reviewed source.

  • Why trial count matters
  • How CSCV estimates PBO
  • Degradation, probability-of-loss, and stochastic-dominance checks
VALIDATION GUIDE 02

Backtesting Bias & Discipline Playbook

A practitioner review for the biases and assumptions that routinely make historical simulations look better than live reality.

  • Optimisation, look-ahead, and survivorship bias
  • Sensitivity and data-quality review
  • Commissions, slippage, market impact, and fill assumptions
Abstract product artwork representing data, backtesting, and research validation

What the ZIP contains

Seven files. No mystery framework.

The starter kit is small enough to read, test, and adapt. The two Markdown guides are delivered alongside it.

ibkr-starter-kit/
├── ibkr_connect.py
├── backtest_framework.py
├── risk_management.py
├── rsi_mean_reversion.py
├── test_backtest.py
├── requirements.txt
└── README.md

What you supply

Bring the account, data access, and research idea.

IBKR paper-trading accountRun IB Gateway or Trader Workstation locally. You are responsible for account access and any market-data permissions.
Python environmentInstall the included requirements: ib_async, pandas, numpy, matplotlib, and pytest.
Your own signal researchThe included SMA and RSI examples are textbook demonstrations of the interface, not strategies to copy or recommendations to trade.
Your own verificationRun the synthetic test suite, inspect the code, and verify the connectivity layer against your own paper account before relying on it.

What this is

A working, documented reference for paper-brokerage connectivity, backtest structure, basic risk controls, and a disciplined research-review process.

What this is not

A trading strategy, signal service, brokerage service, live-execution system, investment recommendation, performance claim, or guarantee of future results.

Before you buy

Clear answers to the important boundaries.

Has the connector been tested against a live IBKR account?

No. The connector is written against the documented ib_async API, while the backtest and risk logic have passing tests against synthetic data. An actual IBKR account and running Gateway or TWS are required for end-to-end verification. Treat the connector as a starting point and verify it with your own paper account.

Does this bundle calculate PBO for me?

The overfitting guide explains PBO and CSCV step by step and gives an implementation checklist. It is a Markdown research guide, not a packaged PBO calculator.

Can I use this to place live trades?

No. The kit is built and intended for paper-trading research only. It does not provide a production execution service, strategy, signals, or investment recommendations.

What happens after checkout?

Gumroad handles payment and immediate file delivery. The bundle includes one ZIP starter kit plus two Markdown validation guides. The store's 30-day money-back guarantee applies if the product is not as described.

Is 013 Labs affiliated with Interactive Brokers?

No. Interactive Brokers and IBKR are third-party names used only to describe the connector's intended paper-trading environment.

Research before risk

Start from a testing stack—not a blank repository.

Connect paper data, keep the backtest layers separate, and build a habit of challenging every historical result before it becomes a story you believe.

$69immediate digital delivery
Get the Trading Systems Bundle

Educational research material only. No signals or trade recommendations. Historical and simulated results do not predict future performance. Paper trading does not eliminate financial risk. Not affiliated with Interactive Brokers. Nothing on this page is investment advice.