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Open letter to Quant Connect - there is huge room for improvement

LEAN doesnt allow you to buy a contract of 1000 EURUSD, and then later buy another contract of 1000 EURUSD, and then later only liquidate the second contract. LEAN forces you to liquidate everything first, even though you want to keep the first contract. But on your brokers platform you can have multiple long and short contracts in any given asset. 

This fundamental problem also prevents "covering" operations. LEAN doesnt allow you to simultaneously have a long and short contract in any asset, even though covering is a very regular operation in the hedge fund industry and must be allowed by any serious trading platform. 

Quant Connect must get away from this "holding" ideology, and instead view trading as individual
contracts. One should be able to have multiple different long and short contracts in any asset. There is a huge room for improvement here. 
 

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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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