20.09.22
Jared Broad
Founder & CEO
Living Our Mission 🚀
We’re happy to share that today we published the code for 15 brokerage integrations to our open-source platform, LEAN. One step toward the future we’re building. LEAN handles all of the data and brokerage infrastructure for you so you can focus on what matters most: creating brilliant strategies. Giving independent quant investors the tools needed to compete. In […]
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Pioneering Tomorrow’s Trading
QuantConnect provides a free algorithm backtesting tool and financial data so engineers can design algorithmic trading strategies.
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17.07.19 Jared Broad
Founder & CEO
Pioneering a Free Market for Alpha
The financial community espouses the benefits of an open, free market, yet when it comes to incentivizing alpha, the rewards are obfuscated and bonuses are often discretionary. Today, performance in quantitative finance is black and white — measured in hard numbers and deterministic. The pricing model must be better defined. Fast, open, and transparent markets […]
28.05.19
Alex Otsu
IB Gateway Automation
Last week, we released IBAutomater, a tool that allows you to automate many actions while connecting to Interactive Brokers via the IB Gateway. It is best used with LEAN to fully manage your algorithm portfolio but can be plugged into your own trading system. We created it as a standalone, event-based, version-controlled package for handling […]
26.06.18 Jared Broad
Founder & CEO
LEAN’s Tear Sheet – The LEAN Report Creator
We’re happy to share that we’ve created a new backtest tear sheet creation tool, which comes with LEAN. The LEAN Report Creator is generated from backtesting-result objects and allows you to quickly create polished, professional-grade reports for each backtest (see a full example report generated by LRC). Our hope is that you can use these […]
08.08.17
Stefano Raggi
Senior Engineer
R-Support, Visual Studio Integration, Python Updates – LEAN Release Notes v2.4.0.1
This release adds R-support to LEAN; allowing you to run R-code from your LEAN C# algorithms. This makes the R statistics libraries available for use in QuantConnect. Additionally a community member contributed a plugin for Visual Studio which uses the QuantConnect API to perform file editing tasks and deploy backtests. Additionally this release extends Python […]
04.05.17 Jared Broad
Founder & CEO
Python Library Support – LEAN Release Notes v2.4.0.0
This release adds full python support to enable using common python libraries in your algorithm.It is implemented using the PythonNet library which allows importing C# classes into python and vice versa. The new python algorithms are fully supported in local and cloud trading. There are some minor API adjustments to use the new library but […]
05.04.17 Jared Broad
Founder & CEO
Tracking and Managing Orders
Tracking and managing orders is an important piece of an automated trading strategy. In this video tutorial we demonstrate the QuantConnect API and how to use order management methods in your algorithm.
28.03.17 Jared Broad
Founder & CEO
Desktop Charting with LEAN
With a few configuration changes you can get desktop charting in LEAN with a HTML5 interface very similar to the one you see in QuantConnect.com. This gives you better visual feedback on your strategy and allows you to improve faster. This tutorial guides you through configuring a desktop charting environment with LEAN. Local charting (and […]
21.03.17 Jared Broad
Founder & CEO
How do I use the API File Provider?
Ensuring a high data quality is one of the hardest parts of setting reliable backtesting. There are many challenges to ensuring your data is in the right format, free of errors or omissions and historically accurate. We’ve tried to address this for you by opening the LEAN Data Library and letting you download our data. […]
16.03.17 Jared Broad
Founder & CEO
Free Streaming Live Data with IEX – LEAN Release Notes v2.3.0.3
This release adds the IEXDataQueueHandler allowing LEAN users to stream free US equity trades to their strategy; along with numerous bug fixes to the OANDA and FXCM brokerage implementations. Additional regression algorithms were added to automate testing of daily data algorithms. The Interactive Brokers connection logic was also made more intelligent to fail quickly when […]