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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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Trading tags are not showing 4 comments, last comment by Joao Antunes,
Why prices in function passed to GetUniverse differ from history prices for the same moment? Started by Anna,
New Backtesting Cloud 11 comments, last comment by Flame,
Reducing Drawdown in Momentum Strategies 1 comment by Derek Tishler,
Problems running LEAN desktop on macOS 3 comments, last comment by Kevin Yuan,
Algorithm Not Trading in Live Account 4 comments, last comment by Rohit Nagendra,
How do I specify filter for monthly contracts? 3 comments, last comment by Alexandre Catarino,
Institutional Holdings/Buyers 1 comment by Alexandre Catarino,
AccessDenied Access Denied when running backtest 5 comments, last comment by Carlos D,
Option.SetFilter does not work for expiration date 1 comment by Alexandre Catarino,
[Python] How do I create a variable for the price that I paid for a security in my portfolio? 1 comment by Derek Tishler,
Perfomance metrics not matching - ¿Am I missing anything? Started by Eriz,
Feature request: Smart Pricing 1 comment by Alexandre Catarino,
Universe selector price meaning 6 comments, last comment by Mark Axmann,
Market orders 6 comments, last comment by Iman Mohtashemi,
Data processing and consolidate issue Started by Grzegorz,
Test Multiple Models in a Portfolio Backtest 1 comment by Alexandre Catarino,
Stop Order not getting Filled 5 comments, last comment by Petter Hansson,
Dead kernel on Kalman Filter Based Pairs Trading sample 1 comment by Petter Hansson,
Close history 3 comments, last comment by Alexandre Catarino,
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