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Ask for tip: how to explore data efficiently

As a new comer to QuantConnect, I feel it is a great platform for backtesting and many other things. Yet as a strategy developer, frequently I need to explore the data and see what are the causes of the issues. The current Lean engine seems lack on that aspect.

My question is what are the tips people might offer when working with the system, particularly on exploring the data in relative complicated ways.

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