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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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Set Allocation of Total Portfolio Value Per Algorithm 1 comment by Jack Simonson,
How To Import A Custom Algorithm? 1 comment by Jack Simonson,
MultipleSymbol + Multiple TakeProfit_StopLoss_Quantity 4 comments, last comment by Gmamuze Cht,
Sunday Afternoon Fun - Options Support and Resistance with Trade Management 2 comments, last comment by .ekz.,
Prime Subscription needed for OANDA Paper Trading? 3 comments, last comment by Jared Broad,
Algorithm Framework Leverage Example 3 comments, last comment by Derek Melchin,
Getting KeyError Exception when Accessing History Object 2 comments, last comment by Alexandre Catarino,
My Pairs Trading Algorithm has a near perfect linear downward trend Started by Shile Wen,
Help: Ranking Options by Normalized Implied Volatility 9 comments, last comment by Jaipal Tuttle,
How to access the Adj. Close historical data ? 1 comment by Derek Melchin,
Object not callable ERROR midway in backtest 5 comments, last comment by Shile Wen,
MACD value from indicator VS calculated by ema12 - ema 16 2 comments, last comment by Tai Man Chan,
Insufficient buying power 4 comments, last comment by Louis Szeto,
Py, RuntimeBinderException : IndicatorExtensions.Minus() 1 comment by Derek Melchin,
[ Lean Engine - Report Creator - Local Development ]: Adding custom charts with custom data to the local backtesting report 1 comment by Rahul Chowdhury,
Error but documentation says otherwise 'EquityHolding' object has no attribute 'Holdings' 1 comment by Derek Melchin,
FX Market Hours Data 1 comment by Derek Melchin,
History Bug when using Futures Contracts 2 comments, last comment by Alexandre Catarino,
Set cash over time? 1 comment by Derek Melchin,
Risk Management using Options 1 comment by Derek Melchin,
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