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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.

Recreating insights.json with Lean 2 comments, last comment by Jose Torres,
Error! File exceeds the maximum size of 64k characters. 4 comments, last comment by Derek Melchin,
Runtime Error 1 comment by Derek Melchin,
Live env pre-market: order will not be placed at the exchange until 09:30:00 2 comments, last comment by Derek Melchin,
Universe Selection 2 comments, last comment by Edinson Leandro Medina Alfonzo,
Algorithm warm up not working properly 2 comments, last comment by Derek Melchin,
Can paper or live trading have lean report? 1 comment by Jasper van Merle,
Request: Simple example of how to get the current day's (daily resolution) OHLC and Volume values prior to Market close? 7 comments, last comment by Derek Melchin,
How to calculate sharpe ratio in python? 3 comments, last comment by Shile Wen,
Issue with charts: how to plot Minute and Hour candles 1 comment by Shile Wen,
How to combine both EMA and MACD on Quantconnect 8 comments, last comment by Derek Melchin,
Issue with consolidator 3 comments, last comment by Derek Melchin,
How can LEAN CLI access local file? 1 comment by Jasper van Merle,
How can I get the previous order stop limit value? 2 comments, last comment by Henry111,
After Enabling ExtendedMarketHours, the Intraday trading become inconsistent with the real case. 1 comment by Derek Melchin,
Time difference in seconds from input initial date Started by Fireball,
New research node will run the code faster? 1 comment by Derek Melchin,
What is the difference between "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed" and "data-provider": "QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider" and "data-provider" 4 comments, last comment by KING VICTOR,
Backtest equities no longer has fundamentals 8 comments, last comment by Nguyen Huu Quan,
Monthly Trading with Magic Formula 4 comments, last comment by Gianluca Albino,
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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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