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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
2.6k
2050 start date for symbol PTGI 5 comments, last comment by Derek Melchin,
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320
Is backtesting delayed on "requesting backtest" for others? 4 comments, last comment by Jesse Pangburn,
Py
282
Stop Loss on Short Order 1 comment by Derek Melchin,
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875
Lowest capacity Asset in a fine selection Universe“s backtest Overview 1 comment by Louis Szeto,
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2.6k
Tradeable days 2 comments, last comment by Will Berger,
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834
QC API prerequisites before the UserID and token is emailed to enable downloading of my projects 4 comments, last comment by JohanL,
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IB market data subscription question 3 comments, last comment by Jared Broad,
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3.8k
Delaying Scheduled Events until after Data Consolidation 1 comment by Adam W,
Py
58.2k
Algo: Trend0 37 comments, last comment by .ekz.,
Py
222
The security with symbol '/RTY' is marked as non-tradable 1 comment by Varad Kabade,
C#
197
Need help with data retrieval 6 comments, last comment by Jasper van Merle,
Py
STAFF
Historical options data in backtest 4 comments, last comment by Louis Szeto,
Py
27
Best/proper way to use ML within alpha model framework? 2 comments, last comment by Derek Melchin,
Py
42
C# with Lean Cli 1 comment by Jasper van Merle,
C#
518
Api reference 1 comment by Varad Kabade,
C#
581
Libraries losing files on QC algorithm lab - completely unstable 9 comments, last comment by Yigal Rachman,
Py
2.9k
Lean CLI Backtesting issues 2 comments, last comment by Jasper van Merle,
Py
1.3k
Buy bonds when there no holdings algo 3 comments, last comment by Louis Szeto,
Py
450
Failed to convert contract for NBR 1 comment by Derek Melchin,
Py
105
Lean backtest error: QuantConnect.Data.Auxiliary.LocalZipMapFileProvider 4 comments, last comment by Jose Torres,
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