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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.

Research code not working 1 comment by Louis Szeto,
How do I correctly compute SMA (or any moving indicators) for continuous futures? 2 comments, last comment by Tushar Verma,
Point and Figure Charting Based Algorithm 1 comment by Louis Szeto,
Rest API /backtest/list 1 comment by Louis Szeto,
Error Creating ATR Indicator For Futures 6 comments, last comment by Akira,
How do I add Algoseeks free cloud data of US Equities as my universe here for backtesting ? I want to select all US Equities with market cap of more than 100 million dollars as my universe 2 comments, last comment by Tushar Verma,
REQUEST FOR FUTURES EXAMPLE CODE 4 comments, last comment by Scott Schoolmeyer,
IB live trade failed 5 comments, last comment by Shaohua Lu,
Interactive Brokers (IB) open position issue Started by Farshad Fahimi,
GetNextMarketClose vs GetMarketHours Started by Michael Bloomfield,
Filter stocks based on beta... Started by Erik a.,
Emini S&P 500: IsClosingSoon(15) returns incorrect results Started by Michael Bloomfield,
Questions about first strategy 1 comment by Sander van der Have,
Fundamental data availability 1 comment by Ashutosh,
Help. Quantconnect so confusing... 1 comment by Erik a.,
Run strategy with 10h lookback, but operate on Resolution.Minute -- best practice? Started by Kurtis,
Runtime Error: Types deriving from 'AlphaModel' must implement the 'IEnumerable Update(QCAlgorithm, Slice) method. Started by Valery T,
Unable to place orders for majority of back test due to insufficient finds. 1 comment by Ashutosh,
Are the backtest limited to 10000 orders ? 1 comment by Mia Alissi,
Backtests not Rendering? 2 comments, last comment by Adam Bexon,
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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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