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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.

Question on SetHoldings/CalculateOrderQuantity price usage on live deploy 1 comment by Derek Melchin,
Filtering a Futures Universe based off of Volatility 3 comments, last comment by Derek Melchin,
Stock Split for LETFs Erroneously Generate P&L 1 comment by Derek Melchin,
Custom Fill Model: Fill prices at the set price and not the min or max between 2 prices 1 comment by Derek Melchin,
Quick Question on SMS format 1 comment by Derek Melchin,
How to plot candlestick chart with minute resolution 2 comments, last comment by Haakon,
Screen Stocks based on Gap and Volume 1 comment by Derek Melchin,
Interactive broker option pricing model 2 comments, last comment by Yayaya,
How do you designate python or c# when creating a new algo? 1 comment by Nico Xenox,
Lean research jupyterlab not displaying dataframe 1 comment by Yang Jin,
AccumulateWithClassSelection for Universe Selection 1 comment by Derek Melchin,
Downloaded Data - how to know if stale? 1 comment by Derek Melchin,
Looking to Hire a Coder to translate old Quantopian Code to Quantconnect in Python 3 comments, last comment by Hannes R,
Importing federal funds rate from FRED data source returns error 1 comment by Nico Xenox,
Long backtests ending or freezing? 11 comments, last comment by Justin E,
Future & Option Minimum Time In Universe Started by Martin Molinero,
History Request - Data Discrepancy 1 comment by Nico Xenox,
How to use a rollingwindow of price ratios as input for an indicator 9 comments, last comment by Derek Melchin,
AlphaSeek FutureOptions Data provides no OTM contracts for 1 comment by Louis Szeto,
Trying to implement strategy for multiple securities 3 comments, last comment by Nico Xenox,
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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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