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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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Best way to select universe without having to consolidate every asset 1 comment by Derek Melchin,
Problem: self.History not returning dataframe 3 comments, last comment by Derek Melchin,
Stopping the algorithm at a certain time in the day 1 comment by Derek Melchin,
Confused about Indicators in Universe Selection 8 comments, last comment by Varad Kabade,
Reproducing In-Out with ROC v1.9 37 comments, last comment by .ekz.,
Problem removing Consolidator 1 comment by Derek Melchin,
Anyone having problems with Skylight sync? 1 comment by Michael P,
Calculating StandardDeviation of previous close prices 1 comment by Derek Melchin,
Error in GDAX Live Mode 4 comments, last comment by Derek Melchin,
How QC backtest calculates the net profit? 3 comments, last comment by Derek Melchin,
Lean Documentation for BullPutSpread method. 2 comments, last comment by Shile Wen,
Opinions for the general feasibility of a project 3 comments, last comment by Jared Broad,
Accidentally deleted project 1 comment by Derek Melchin,
How does interactive broker work with quantconnect on forex  1 comment by Derek Melchin,
TradeBar based on Volume not Time 1 comment by Derek Melchin,
Best practices for live deployment 1 comment by Shile Wen,
Canceling insights after liquidating via risk management module 1 comment by Shile Wen,
OperationRatios.ROE 4 comments, last comment by Shile Wen,
Creating SMA Indicators for Multiple Securities and Adding History for 200-Day SMA 3 comments, last comment by Varad Kabade,
Need help manually updating a bunch of daily indicators on Schedule before trade 4 comments, last comment by Derek Melchin,
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