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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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Problems to get options data using self.OptionChainProvider.GetOptionContractList 3 comments, last comment by Halldor Andersen,
Feature Request: Best Leverage, Stop-Loss, etc. 1 comment by Halldor Andersen,
How to Download Portfolio Log-Returns after Backtest 4 comments, last comment by Kamer Ali Yüksel,
Benchmarking with FX assets 2 comments, last comment by Kamer Ali Yüksel,
Calculate rollover Interest for Oanda 1 comment by Petter Hansson,
Help Evaluating the Results that I have 2 comments, last comment by Kamer Ali Yüksel,
How to check current position in futures 1 comment by Jack Simonson,
Custom Indicator in Research? 4 comments, last comment by Andres tello,
What does the stockplot represent? 3 comments, last comment by Jack Simonson,
Hi, newbie 1 comment by Douglas Stridsberg,
Stop Loss Reduce only 5 comments, last comment by Jack Simonson,
LEAN 2 comments, last comment by Jack Simonson,
How to get BasicTemplateFrameworkAlgorithm working 1 comment by Douglas Stridsberg,
F# Coders Started by Actarus,
I have an idea I would like to backtest: is it possible to do this? 2 comments, last comment by Jack Simonson,
Does universe selection support extended hours? 1 comment by Jack Simonson,
Normal Distribution Testing / Kolmogorov Smirnov test / download chart data Started by Hugo Lu,
Using Indicators with Futures 3 comments, last comment by Jack Simonson,
Running F# Algorithm from Visual Studio (Community Edition 2017) Started by Actarus,
Consolidation several sets of symbols 11 comments, last comment by Nottakumasato,
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