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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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Py
1.1k
AlgoFramework + Alpha Streams. Dealing with limited liquidity? 3 comments, last comment by Jared Broad,
C#
397
ES, Minute The issue starts from Jan 18th, 2010 06:00 PM; and continues until Nov 20th, 2015 04:30 PM Started by BigCityTrader,
C#
397
ES, Minute The issue starts at the start of the data; and continues until now Started by BigCityTrader,
Py
2.7k
Using Average Fill Price or Fill Price from an Order Event 2 comments, last comment by Ian Larson,
Py
10.6k
Getting current data in scheduled event 4 comments, last comment by Derek Melchin,
C#
1.1k
This.Portfolio.GetBuyingPower causes extreme performance degradation on back-testing 2 comments, last comment by Alethea Lin,
Py
131
ES Futures Price 3 comments, last comment by Alethea Lin,
Py
4.7k
Get Open Prices without using Minute data 1 comment by Jared Broad,
Py
2.7k
One Market Order Per Day Maximum 5 comments, last comment by Douglas Stridsberg,
Py
40
Dynamic Crypto universe portfolio 1 comment by Daniel Chen,
C#
131
How do I get quotes in PyCharm? 2 comments, last comment by Jared Broad,
C#
203
Unable to liquidate underlying after option assignment 4 comments, last comment by Jared Broad,
Py
4.3k
Stop loss not triggering 1 comment by Douglas Stridsberg,
Tutorials 1 comment by Douglas Stridsberg,
C#
54
Initialize with equities 1 comment by Daniel Chen,
Py
94
Over the Counter Tickers? 1 comment by Daniel Chen,
C#
132
Option contract price (python) 1 comment by Xin Wei,
Py
527
Is it possible to define our own functions in python within our algo class? 2 comments, last comment by Jared Broad,
Py
214
Filtered Universe Resolution 3 comments, last comment by Omid Abdi,
Py
27
Helped needed for the latest bootcamp 'Buy and Hold with a Trailing Stop' 1 comment by Sherry Yang,
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