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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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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.

Noob question: data anomaly? 1 comment by Alexandre Catarino,
Unable to submit order with id -10 that has zero quantity. 2 comments, last comment by Jared Broad,
Are prices found in Securities[holding].Price updated by tick during live trading? 2 comments, last comment by Paul McKinney,
Dynamic Universe Selection for Options 1 comment by Jared Broad,
Daily and minute data in same algo. 2 comments, last comment by Warren Harding,
How do I add an entry to the system path variable (C:\Python27) 2 comments, last comment by Alexandre Catarino,
DD% 1 comment by Jared Broad,
Pandas.DataFrame from History method 6 comments, last comment by HanByul P,
Dynamic Universe Selection for Options 5 comments, last comment by Alexandre Catarino,
Trying to import my own historical data 3 comments, last comment by Jared Broad,
Common Probability Rules to Employ in Automated Trading Strategies? Started by QuantEdge,
Are some indicators NOT available in Python?? 1 comment by Alexandre Catarino,
Set Universe based on a list of stocks from an external file 5 comments, last comment by Alexandre Catarino,
Indicators with Futures Trading Started by Eric Bell,
Long term back tests 1 comment by Jared Broad,
Robinhood on Quantconnect 1 comment by Jared Broad,
Kelly position sizing 1 comment by Kevin D´souza,
Pricing Data and Indicators for Futures 4 comments, last comment by JayJayD,
Using quandl data w/ python 4 comments, last comment by Jared Broad,
It is possible to trade on Vix options? Started by AlphAngel,
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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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