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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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Live Data for some Binance Crypto Pairs have a value of Zero throughout large parts of the day, for a couple weeks. 1 comment by Louis Szeto,
Getting Problem In Setting Up Python Environment for Machine Learning 1 comment by Eden Wheeler,
Avoid Options Automatic Exercise 3 comments, last comment by Louis Szeto,
Noise calculation for all US stocks 1 comment by Louis Szeto,
Increase number of rows displayed from pandas dataframe 1 comment by Cheng Li,
Help me with picking same day options please 1 comment by David E,
Custom Moving Average Indicator - Update Method Error 1 comment by Yuri Lopukhov,
Using Bid/Ask to fill Limit Orders in backtests. 1 comment by Louis Szeto,
Short interest data? 2 comments, last comment by Nico Xenox,
Bug with using local QQQ data 1 comment by Nottakumasato,
Oanda backtests don't take into account financing costs 1 comment by Louis Szeto,
Feature Request - Drawdown Period 1 comment by Yuri Lopukhov,
Live algo not recognizing manually purchased options 1 comment by Louis Szeto,
Plot is not loading up in the backtest when I am using custom data(of indian equity). No error getting shown as well 3 comments, last comment by Louis Szeto,
Research Python Notebooks - autocomplete for function arguments? 4 comments, last comment by Ashutosh,
Is there a Quantconnect system that tracks international trading sessions? 1 comment by Alexandre Catarino,
Market Breadth Indicator question 1 comment by Louis Szeto,
Unable to use self.Download when algorithm is live deployed 1 comment by Timothy,
Error executing margin models 1 comment by Louis Szeto,
Buy stock when there is insight up, no rebalance. However, it doesn't work as expected 7 comments, last comment by Louis Szeto,
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