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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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Efficient Futures consolidation 6 comments, last comment by Derek Melchin,
Hacking a local LEAN instance to trade SPX 2 comments, last comment by .ekz.,
Set time to start/stop the program 1 comment by Gloria ZUO,
Backtest shows no results 1 comment by Derek Melchin,
Issue trading Custom data in Framework mode 5 comments, last comment by Shile Wen,
Desktop & Optimizer 1 comment by Shile Wen,
Rolling Window Help for Simple Moving Average SMA 1 comment by Derek Melchin,
Import VIX Options Chain 1 comment by Shile Wen,
Autocomplete/Intellisense for Python research notebooks 4 comments, last comment by Bilal Shahid,
Problem with Look Ahead Data from Quandl Data 3 comments, last comment by Nico Xenox,
How to use external signals for wide range of stocks? 1 comment by Shile Wen,
User chart data not showing up in backtest results pulled via API 5 comments, last comment by Derek Melchin,
Market Order Backtesting Behavior 4 comments, last comment by Derek Melchin,
Examples for using order book data? 1 comment by Derek Melchin,
Setting Custom Data Tick Movements/Amounts 1 comment by Derek Melchin,
Help in understanding and converting a fragment of code from Quantopian to QuantConnect 3 comments, last comment by Emiliano Fraticelli,
Using QuantBook inside QCAlgorithm to get historical fundamental data? 6 comments, last comment by Big mak,
How to skip a bar if it doesn't exist 2 comments, last comment by Derek Melchin,
Optimization using a single digit? 1 comment by Derek Melchin,
Custom Envelope Class 1 comment by Derek Melchin,
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