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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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Live paper trading options data 1 comment by Mia Alissi,
Issue with account value 3 comments, last comment by David E,
Quantconnect down? 1 comment by Mia Alissi,
Managing timing without Object Store 1 comment by Louis Szeto,
Forming a Dev Group: Options, Equities, ML & Walk-Forward Strategies 1 comment by Mia Alissi,
Fundamental Universe Selection Complete by 7am ET 2 comments, last comment by Lance Kersey,
Simple example of looping through backtests 7 comments, last comment by Dat En,
New Algorithm Error 6 comments, last comment by Retrospective Green Ocelot,
Flat period in GBP data 5 comments, last comment by Louis Szeto,
Critical: clr-loader & pythonnet Missing in quantconnect/lean Docker Images (foundation/latest) - Python Broken 1 comment by Mia Alissi,
The filter method of my custom FutureUniverseSelectionModel subclass is not being called. 1 comment by Mia Alissi,
Copy logs / download logs 3 comments, last comment by Louis Szeto,
How do I connect PyCharm on my local machine to research node in the cloud to run a notebook? 1 comment by Mia Alissi,
Gaps in futures rollovers 1 comment by Mia Alissi,
Trading fractional shares with Alpaca 3 comments, last comment by Louis Szeto,
SPX Options Error in Live IBKR 3 comments, last comment by Alexandre Catarino,
Hybrid Sentiment-Momentum (HSM) Model 1 comment by Mia Alissi,
Live trading fractional shares on alpaca 1 comment by Mia Alissi,
Unable to Backtest any Algorithms 11 comments, last comment by Jared Broad,
I am not getting data for the expected time period. See code and output below 4 comments, last comment by Alexandre Catarino,
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