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Radically Open-Source Algorithmic Trading Engine

LEAN is the open-source algorithmic trading engine powering QuantConnect. Founded in 2012 LEAN has been built by a global community of 180+ engineers and powers more than 300+ hedge funds today.

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Quarterly Open-Source Trading Competition

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Add indicators to fine fundamental filter 1 comment by Jing Wu,
EveryDay() not working 1 comment by Jing Wu,
Option combo margin calculation 16 comments, last comment by Louis Szeto,
LEAN Desktop Development Best Practices for Repo Structure? 3 comments, last comment by GregasMaximus,
Open close crossover Started by AMit,
Saving Algorithms in proper folders in the Lab section. 2 comments, last comment by Emilio Freire,
Is the backtesting fully supported for IB datafeed in desktop version of Lean? 4 comments, last comment by Simon Zhou,
S&P 500 Members 1 comment by Jing Wu,
StopMarketOrder Not Trigerring 1 comment by Jing Wu,
Stop Loss Question 1 comment by Jing Wu,
Newbie help 4 comments, last comment by Recordatio,
Adding libraries in Python (MARS) 6 comments, last comment by Gabriel Moncarz,
Using machine learning in backtesting 16 comments, last comment by Jovad Uribe,
Backtest Handled Error 2 comments, last comment by Nitay Arcusin,
Price bug causes Invalid Market Orders in Alpha Framework backtest 1 comment by Jared Broad,
How to convert QuoteBar to float 2 comments, last comment by Carlos Ricardo Luna Ortiz,
Looking for collaborators for a spot hedging strategy Started by Garret Fields,
How to write/backtest a basic range breakout strategy? 3 comments, last comment by Jing Wu,
New to all of this 2 comments, last comment by Joshua Dawson,
Timed Event to Pause Execution of OnData 3 comments, last comment by Shile Wen,
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About Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best performing strategy. Previous quarter's code is open-sourced, and competitors must adapt to survive.


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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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