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*. […]


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 […]


Options and Futures Trading on QuantConnect

We are very excited to announce the beta launch of options and futures trading on QuantConnect! Through the open-source platform LEAN, algorithmic trading has never been so accessible to investors. The new asset classes tie into our existing offering of Equities, FOREX and CFD products bringing us to a total of five asset classes. We […]

Our Answer to NYSE Eliminating Stop Orders

From February 26th investors will no longer be able to use Stop or Good Till Cancelled order types on the NYSE, according to a recent press release from Reuters. Typically Stop Market orders are used to place a market order when the stock exceeds a trigger price. On August 24th, 2015 many investors had their […]


Thank you for supporting $1 trading

Were incredibly grateful to have the loyal support and attention of so many highly intelligent and passionate users. Every day we met incredible new people from all over the world, designing sophisticated strategies and it humbles us. Thank you for making QuantConnect awesome!

We have been blown away by the response in the last few weeks.Since launching the $1 Per Trade offer weve seen a 300% increase in all our user engagement signals: traffic, coding and backtesting.

Thank you for your trust and time, wewillcontinue working day and night to make QuantConnect better and make your strategy a success!

The Future of Quant Trading

QuantConnect believes algorithmic, quantitative trading will be the primary investment vehicle of the future, and we plan to be the open source, community driven vehicle which makes this future a reality.
We’re often asked what the differences are between QuantConnect and Quantopian and so we decided to address this question here transparently in a blog. We believe QuantConnect is the only company with the vision and technical ability to execute on the quantitative trading future!

$1 Per Trade, It’s a Quant Revolution

We’re proud to announce live trading with Tradier Brokerage is now public! In a special offer to QuantConnect users, Tradier Brokerage is offering a limited release of 100 accounts with a flat fee of $1 per trade* with the promo code Quant1. Fees this low on a retail-accessible platform are unparalleled. Robust Modern API In […]

Live Trading with Interactive Brokers

We’re proud to announce the release of automated trading with QuantConnect and Interactive Brokers. Our technology breaks down all the barriers to deploying your own automated live trading strategy and allows you to focus on creating alpha.


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.


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…


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