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Research Announcements Lean
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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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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,
Framework Algorithm - manual universe: Runtime Error: An item with the same key has already been added 3 comments, last comment by Alexandre Catarino,
Basic algo I cannot get to run: I am a Noob 2 comments, last comment by Joshua Dawson,
Converting Algorithm 2 comments, last comment by Jared Broad,
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