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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
651
StopLimitOrder on Universe 3 comments, last comment by Shile Wen,
C#
1.8k
Inconsistency between backtest historical data and and live historical data over stock split events for Raw DataNormalizationMode 1 comment by Jared Broad,
Py
27.6k
Making POST requests using requests python library 6 comments, last comment by Shile Wen,
Py
588
Help on running new algorithm in LEAN Docker from Visual Studio 1 comment by Colton Sellers,
Py
891
Seeking help for strategy 1 comment by Gahl Goziker,
Py
175
Build errors after installing SkyLight 3 comments, last comment by Gahl Goziker,
Py
1.5k
Requesting updates to Report generator - new crisis events and sync between QC and local versions 1 comment by Alexandre Catarino,
Py
317
Accessing security identifiers 1 comment by Pierre Vidal,
Py
1.6k
Understanding insight periods 4 comments, last comment by Shile Wen,
Py
63.4k
Strategy Library Addition: Forecasting Stock Prices using a Temporal CNN Model 4 comments, last comment by Carpediem911,
Py
588
Missing a few key steps using Lean Docker plus VS or VS Code using python 5 comments, last comment by Aaron Janeiro Stone,
Py
104
Algorithmic Trading Open Discussion Meet-Up 3 comments, last comment by Jared Broad,
Py
63.4k
Strategy Library Addition: Optimal Pairs Trading through Ornstein-Uhlenbeck modeling 5 comments, last comment by Shile Wen,
Py
8.7k
Log shows RSI values at zero sometimes 4 comments, last comment by Mark hatlan,
C#
STAFF
Strategy Library Addition: Intraday Arbitrage Between Index ETFs Started by Derek Melchin,
Py
3.5k
I am getting Runtime Errors for every backtest I launch. As of 9:00 PM EST 5 comments, last comment by Samuel Schoening,
C#
16
Skylight does not appear on system tray when start 1 comment by Gerardo Salazar,
Py
2.9k
How to Consolidators work? 2 comments, last comment by Aaron Janeiro Stone,
Py
588
ModuleNotFoundError : No module named 'my_calendar' 3 comments, last comment by AM H,
Py
19
GARCH forecast volatility on stocks? 2 comments, last comment by Aaron Janeiro Stone,
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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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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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