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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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Quarterly Open-Source Trading Competition

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Cant access any type of dividends ratios 3 comments, last comment by Derek Melchin,
Nasdaq Futures Index 1 comment by Johnnie Pattison,
Can MarketOnCloseOrder be adjusted to allow submission closer to actual exchange MOC cutoff times? 2 comments, last comment by Brian Sax,
Changing time frame for when timeslice is created / data is received (TimeSlice class?) 4 comments, last comment by Hayden Bonneau,
Lean data generate data directory, how to set? 6 comments, last comment by Michael P,
Lean CLI: Failing to Execute Lean Docker Image on M1 Mac 2 comments, last comment by Jose Torres,
Backtest - Stop Order getting filled with 0 3 comments, last comment by Derek Melchin,
No processing of Library Requests since January 1 comment by Derek Melchin,
Using intraday data for daily indictors? 2 comments, last comment by Keith Forward,
Getting started with Lean CLI in Visual Studio 8 comments, last comment by Benjamin Charlton,
Troubleshooting error, multiple indicators / different times 2 comments, last comment by Axist,
Exploiting Term Structure of VIX Futures Update 3 comments, last comment by Derek Melchin,
Trouble Backtesting Crypto - Equity goes to negative on Cash account 3 comments, last comment by Derek Melchin,
Why both Binance and Bitfinex paper trading cannot work for LEAN CLI 1 comment by Jasper van Merle,
How best to use local option data from algoseek with lean-cli? 4 comments, last comment by Louis Szeto,
Including Tick Volume in Quote Bars 7 comments, last comment by Louis Szeto,
Run LEAN locally using virtualenv 1 comment by Derek Melchin,
Help with creating a rolling dataframe of OHLCV in aphlaModel famework 1 comment by Derek Melchin,
product_rating Started by QuantConnect Team,
AddEquity and scheduled events 3 comments, last comment by Hayden Bonneau,
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About Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best performing strategy. Previous quarter's code is open-sourced, and competitors must adapt to survive.


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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.

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