Key Concepts

Getting Started

Welcome

Welcome to QuantConnect. We are an open source, community driven algorithmic trading platform. Our trading engine is powered by LEAN, a cross platform, multi-asset technology which brings cutting edge finance to the open source community. We support C#, Python and F# programming languages making us a truly open platform.

Our Mission

We believe the future of finance is automated and we plan to be the quantitative trading infrastructure of the future. Algorithmic trading is a powerful tool and we want to open it up to all investors. For more information on our mission check out our Manifesto.

Security Privacy

You own all your intellectual property and your code. Your code is private by default unless you explicitly share it with the community in the forums or with another team member via collaboration. You are creating valuable intellectual property and we respect this, and wish to make it easier. Only two QuantConnect staff members have access to the database. If we ever need access to your algorithm for the purpose of debugging, we only explicitly request permission first. For more information please see our terms and conditions.

Data Library

We provide an enormous library of data for your backtesting roughly 40TB in size. For more information on the data library and its symbols see the Data Library. This library includes:

Asset Class Source Start Date Symbols Resolution Type
US Equity QuantQuote Jan 1998 ≈30,000 Tick, Sec, Min, Hour, Daily Trades
Forex FXCM Apr 2007 13 Tick, Sec, Min, Hour, Daily Quotes
Forex OANDA Apr 2004 71 Tick, Sec, Min, Hour, Daily Quotes
CFD OANDA Apr 2004 50 Tick, Sec, Min, Hour, Daily Quotes
Options AlgoSeek Jan 2010 ≈4000 Minute Bars Only Trades & Quotes
Futures AlgoSeek Jan 2009 ≈1100 Tick, Second, Minute Trades & Quotes
Crypto Kaiko Jan 2015 12 Tick, Second, Minute Trades

Business Model

QuantConnect makes backtesting available for free and charges a small monthly fee to cover live algorithm trading. This offsets our costs and aligns our interests with yours - our client. We also work with brokerages to make your live trading free.

In 2018 driven by user demand we launched Alpha Streams to systematically match good algorithms with hedge funds. Alpha Streams is a world first marketplace of hedge funds who compete to license your strategy. When a fund licenses your algorithm we charge 30% of the revenues, passing along 70% to you.

You can also see our Tutorials and Videos. You can also get in touch with us via Chat.

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