LEAN is the open source
algorithmic trading engine powering QuantConnect. Founded in 2013 LEAN has been built by a
global community of 80+ engineers and powers more than a dozen hedge funds today.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Jared Broad
,
Welcome Hemant! Thanks for the feedback!
You can use the Getting Started tutorial for LEAN here, and this will get you coding locally; but there's currently no way to have it automatically execute in the website. Some people copy and paste the code from their local IDE's into QuantConnect.com.
We're shipped a new version of the API now which will allow coding / backtesting / live trading via API. With this it is much easier to develop a plugin so we'll probably ship one soon :)
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Hemant Verma
1.8k
,
Thanks Jared
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Alexandre Catarino
,
I wrote a simple mean-reversion strategy based on Bollinger Bands: - If the current price is greater than the upper bollinger band, sell the stock - If the current price is less than the lower bollinger band, buy the stock
It shows how to set up indicators in QuantConnect (please checkout the docs, Indicators section, for more information) and how to use custom charting (please also checkout the Charting section in the docs) to visualize your trades along with the indicator.
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Alexandre Catarino
,
Pairs trading is a statistical arbitrage technique that relies on the notion of mean reversion: two (or more) assets that are cointegrated will, for a moment, have their cointegration weakened. At that moment we put trades betting on the reinforcement of the cointegration (reversion to the mean).
I attached a simple pairs trading algorithm that also teach us how to use composite indicators.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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