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How do I set up cloud computing (Azure/AWS/etc.) to run LEAN?

Hey everyone,

I made a post a couple days ago about speeding up backtests locally in LEAN, but now I'm wondering how I can get started using cloud computing to run even faster.

How can I set up my LEAN to run on say, Microsoft Azure or AWS? A quick google suggested to use Virtual Machines, as well as some other options, but I have no experience in this area and would like help setting up.

Additionally, how can I secure my data (encryption, etc.) before running it on the cloud?

Thanks!

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For anyone else interested, this seems to be how https://blogs.msdn.microsoft.com/visualstudio/2015/01/08/azure-virtual-machine-images-for-visual-studio/

though i'm still looking into it.

Still figuring out the additional encryption and security part of it though though.

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First of all, QC is already cloud computing. Do you know that you can have a cloud-based live algorithm for free with the QC subscription? The only reason why you should use Lean with some cloud services is because you cannot run your algorithm in the QC live environment.

Said that, you have basically two options (you know the difference between IaaS and PaaS, I guess):

  • Deploy a VM, login in the VM, download the code, build and run.
  • If you use Azure, you can publish as WebJob simply double click over the Launcher and select the option. Of course, you have to set up a storage account with the data (you have the data, I guess).

Of course, then you have to maintain the service, update Lean periodically, pump new data, etc.

Finally, unless you really know why you need to use Lean outside QC, do it; if not simply subscribe to QC and be happy. Trust me, I have a Lean instance running in an Azure VM since a couple of months.

 

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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.

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