28.02.17
Jared Broad
Founder & CEO
Generic Data Sourcing and Caching – Release Notes v2.3.0.2
This release adds a generic data sourcing feature along with abstraction of the data caching. This allows different configurations to be setup independent of physical files. In addition there were dozens ofbugs fixes in LEAN to improve its stability and consistency across backtesting and live trading. There were no breaking changes in regression tests or […]
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11.02.17 Jared Broad
Founder & CEO
Release Notes – LEAN v2.3.0.1
This release fixed minor bugs in LEAN to improve its stability and consistency across backtesting and live trading. There were no breaking changes in regression tests or the API of LEAN. Features Update AlgoSeek data converter to accept input file mask to only convert specific source files. Added IsAssignable to detect assignment orders in backtesting*. […]
03.02.17 Jared Broad
Founder & CEO
Release Notes – LEAN v2.3.0.0
This release made significant changes to the core of LEAN. Options and futures asset classes were added, and the datafeed extended to support their datatype. Hundreds of bugs were fixed and additional converter tools were added to help port the raw data provider files into LEAN format. MorningStar fundamental analysis was also added. This release […]
15.02.15 Jared Broad
Founder & CEO
Open Source Future of Algorithmic Trading
The future of finance will be powered by open source algorithmic trading. LEAN algorithmic trading engine enables you to design and backtest a strategy in seconds, with virtually no setup required. LEAN is community supported and 100% open source.
05.12.14 Jared Broad
Founder & CEO
Your Ideal Algorithmic Trading Platform
Would you like a copy of the QuantConnect source code, so you can code, backtest and trade locally from your computer? You could design and debug strategies from your laptop in Visual Studio, using a local data-source, and then when you’re ready simply deploy it to the cloud to backtest on our entire tick-level data library? You could utilize cloud based optimization to backtest massively in parallel and test your strategy for parameter sensitivity, in minutes…
27.07.14 Jared Broad
Founder & CEO
‘Lean’ Backtesting Engine v2 Released
After 8 months development we’ve released a new backtesting engine powering QuantConnect called Lean. It is a complete rewrite of QuantConnect’s core technology that can take a generic time-series data source and run a backtest. We wanted QuantConnect to quickly and easily accept any data source and be able to trade on it as it […]