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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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How do we delete project folders? 1 comment by Louis Szeto,
Data Normalization in History Call and other History Q's 1 comment by Louis Szeto,
Liquidation cancels and not liquidates 1 comment by Cole S,
Need help with research environment 1 comment by Varad Kabade,
Weekly options and SetFilter 1 comment by Varad Kabade,
How do you run backtests on specific symbols for specific dates? 5 comments, last comment by Louis Szeto,
Index Option Downsample 1 comment by Louis Szeto,
Automatic indicator warmup 2 comments, last comment by Cheng Li,
Chain.Contracts.Value not working - how to iterate through contracts 1 comment by Petra Wagenbach,
How to trade several stocks in same algo ? 1 comment by Vladimir,
In manual universe, two securities are removed mysteriously 4 comments, last comment by Varad Kabade,
Raw prices in benchmark 1 comment by Varad Kabade,
Simple Crypto RSI Loop 3 comments, last comment by Vladimir,
SPX options in Research 1 comment by Varad Kabade,
How are LEAN breaking changes managed? 1 comment by Jared Broad,
Custom Indicator with Consolidated Data - Futures 2 comments, last comment by Critical.Error,
Backtest "Daily Return" is shown 1 day ahead 1 comment by Mak K,
Export more insights? 5 comments, last comment by Mak K,
Access to the path '/Results/...-log.txt' is denied. 1 comment by Louis Szeto,
Local Lean Debugging with Visual Studio 6 comments, last comment by Louis Szeto,
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