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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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Margin model for Option spreads? 1 comment by Yuxin Guan,
Keltner Channels Update Method is not working 1 comment by Michael Bloomfield,
Different results in backtesting(setfilter vs option chain provider) 1 comment by Derek Melchin,
Market Impact Modeling 5 comments, last comment by Derek Melchin,
Lean Open source connection to Sqlite database 2 comments, last comment by Alexandre Catarino,
You have exceeded maximum number of orders (1000000), for unlimited orders upgrade your account. 3 comments, last comment by Shile Wen,
No Trading Bars when Live? 1 comment by Shile Wen,
How would you program the following scenario on this platform? 1 comment by Shile Wen,
How to utilize MACD and RSI 1 comment by Yuxin Guan,
PEP8 python convention in Lean 1 comment by Jared Broad,
Paper trading locally with IB and custom data sources 8 comments, last comment by Paula Ten,
Q - Any suggestions to improve PSR? 1 comment by Yuxin Guan,
Calculate Standard Deviation of an Indicator 1 comment by Shile Wen,
Error when going live in paper trading 2 comments, last comment by Yuxin Guan,
LEAN issue with Option Universe dynamic filtering 5 comments, last comment by Alexandre Catarino,
Forex Multi Timeframe - All Data Note Being Processed 5 comments, last comment by Shile Wen,
Percentage plot 5 comments, last comment by Derek Melchin,
How to get Weekly EMA 3 comments, last comment by Shile Wen,
Self.Log - where is output being sent 5 comments, last comment by Yuxin Guan,
Stop Loss / Take Profit on Algorithm Framework 14 comments, last comment by Varad Kabade,
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