Lean & Bloomberg Integration
Radically Open Source Algorithmic Trading Paired With The World’s Leading Trading Terminal
Leading World In Algorithmic Trading
Lean is an open source, feature-rich, rapidly evolving algorithmic trading framework. Chosen by more than 100,000 professionals world-wide. QuantConnect’s LEAN engine embraces a modular design which enables rapid testing of new investment strategies.
With integration with more than 20 alternative data vendors in Q1-2020, LEAN technology jump starts a firm’s seach for alpha.
Harnessing frontiers of technology innovation, LEAN practioners delpoy the latest in python, machine learning and containerization technology to get to market faster. LEAN is pioneeing the future of algorithmic trading.
GO to Lean Homepage
Bloomberg Terminal Integration / Research & Backtesting
“LEAN-Bloomberg Integration” is a complete integration to the bloomberg Desktop API, upgrading the Terminal with the complete suite of LEAN research and backtesting functionality.
LEAN-Bloomberg Research
with LEAN-Bloomberg Jupyter environment you can research the latest machine-learning libraries, then backtest and live trade the same code.
Bloomberg Historical Data Caching Technology
Cache Bloomberg data locally in an efficient format for quick backtesting in the LEAN engine. After years of optimization LEAN achieves up to %M bars/second in event-driven backtesting.
High-Fidelity Backtest Modeling
Equipped with accurate slippage and transaction fee models for accurate backtesting.
Bloomberg Terminal Integration / Live Trading
Tapping into the EMSX network, the LEAN-Bloomberg integration unlocks access to 1,300 brokers or use the LEAN Brokerage to paper-trading your strategy using the Bloomberg live data feeds.
Full Asset Class Support; from Ticks - Daily Bars
All LEAN asset classes supported in live trading: US Equities, Futures, Options and Forex. Search the futures-chain to locate your contract.
Historical Data Integration
Request and serve your strategies with rich historical data in live trading powered by the Bloomberg APO. Get up to the second market data delivered to your strategy.
Order Tracking and Management
Fetch open orders, update and cancel them requested. Monitor them as they fill with partial fill events generated by LEAN. Market, Limit, Stop Limit Orders fully supported. Create 1-1 order routes and harness customizable execution algorithms to fill large trades off-terminal
Compliance Notes
The LEAN-Bloomberg Integration must be used in specific ways to ensure compliance with Bloomberg policies
All users of the integration must hold a Bloomberg License to be defined as a “Entitled User”
All data accessed via the Bloomberg Desktop API must remain on the host computer
The Bloomberg Server API cannot be used for black-box trading, and any Server API Data usage will require soliciting from Bloomberg Permission System
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Technology
Desktop API
Research
Backtesting
Paper Trading
Live Trading
B.PIPE
Research
Backtesting
Paper Trading
Live Trading
Server API
Research
Backtesting
Paper Trading
Live Trading
Learn More
Contact us to learn more about Supercharging your Bloomberg Terminal.
Or send us an email at:
support@quantconnect.com
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