Core Feature Set
Survivorship Bias Free
Automated accounting for splits, dividends, and corporate events like delistings and mergers
Universe Selection
Avoid selection bias with dynamically generated assets. Create and select asset universes on proprietary data and indicators.
Portfolio Management
Automatically track portfolio performance, profit and loss, and holdings across multiple asset classes and margin models in the same strategy.
Scheduled Events
Trigger regular functions to occur at desired times — during market hours, on certain days of the week, or at specific times of day.
Import Custom Data
Backtest on almost any time series and import your proprietary signal data into your strategy.
Powerful Modeling
Everything is configurable and pluggable. LEAN's highly modular foundation can easily be extended for your fund focus.
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Rich, Extensible Modular Architecture
LEAN is modular in design, with each component pluggable and customizable. It ships with models for all major plug-in points.
Slippage and Impact
Use combinations of margin, fill, and slippage models to simulate a liquidity endpoint.
Technical Indicators
100+ popular technical indicators built, tested, and ready for use. Applicable to any data source.
Brokerage Models
Use combinations of fees, fill models, and slippage models to simulate a brokerage endpoint.
Fee Models
Customize fee models to handle rebates and dynamic order pricing.
Cash Accounts, Settlement, and Margin Models
Simulate T+3 settlement, margin trading, and cash-margin models.
Load Proprietary Datasets
Backtest and live trade on your own signals, sourced from streaming, database, or file sources.
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Global Open-Source Community
Join a global community of quants, engineers, and scientists choosing LEAN for their algorithmic trading. Leverage the power of open-source for your fund.
80+ Engineers
Contributing to the code base.
100 Code Samples
In C# & Python, all open-source.
2,841 Forks
Of code powering user strategies globally.
383,000 Live Algorithms
Successfully deployed live on LEAN since 2015.
2,000 Algorithms
Shared through the community forum.
6+ Months
Running live trading without interruption.
LEAN is free to download and extend for commercial purposes. QuantConnect believes in the power of a community of passionate users. Check out our manifesto.
We live this belief by making LEAN easy to use locally, and providing tutorials to ensure there is no vendor lock-in.
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Powered by LEAN
$30,135,600,000
Asset Volume Traded
Under LEAN
+100
LEAN-Powered Hedge Funds
Chosen by Professionals Fork LEAN
The Algorithm Framework
LEAN Algorithm Framework bakes in key quantitative finance concepts, providing you a well-defined scaffolding as you start designing your algorithm. The framework allows you to plug in modules created by the community and radically accelerate your process.
Universe Selection
Select a universe of assets with predefined filter criteria to reduce selection bias, or pick from one of the community universe selection models to quickly get an index of the most tradable assets.
Alpha Creation
Generate an insight (expected return) for the assets you’ve selected from your universe. Fast-track algorithm development by spending the majority of your effort developing alpha insights, reusing pluggable modules for other parts of your algorithm.
Portfolio Construction
Using defined insights, create a weighted combination of assets to form your ideal portfolio. LEAN ships with pre-made portfolio-construction models for Equal Weighting, Mean Variance, and Black Litterman Portfolios.
Execution Models
Apply cutting-edge algorithms to execute your target portfolio efficiently and quickly. Pluggable framework-execution models allow you to quickly backtest different execution models and use your optimal execution strategy.
Risk Management
Adjust position sizes and manage post-trade risk with plug-in risk models. Risk models can be passive or active by hedging exposed positions as required. Combine multiple risk models to handle a range of market conditions.
Focus on What Matters Clone LEAN
Truly Open Engine
Cross Asset
LEAN works on Equities, Forex, Options, Futures, Crypto, and CFD Assets. All assets are managed from a central portfolio, allowing you to trade on all 6 asset classes at the same time.
Cross Platform
Seamlessly deploy to Windows, Mac OS, and Linux Platforms.
Cross Language
Write algorithm strategies in C#, F#, and Python.
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Powerful Data Integrations and Toolbox
LEAN ships with a rich toolbox of adaptors and plug-ins: the open-source LEAN ToolBox.
Visual Studio Integration
Code locally in Visual Studio and backtest in the cloud with QuantConnect data and computing. Monitor your backtests from your Visual Studio control window.
Jupyter Lab Integration
Iterate rapidly in a LEAN-Enabled Jupyter Lab command line environment with rich strategy backtest reports.
Live Stream Data Sources
Take advantage of bundled implementations to many streaming data sources: IQFeed, Interactive Brokers, IEX Exchange, OANDA, RabbitMQ, and GDAX.
Historical Data Downloaders
Download data from popular online repositories and brokerages: Dukascopy, OANDA, GDAX, Kraken, Interactive Brokers, Google Finance, and Yahoo Finance.
How Does LEAN Work?
Get Started with LEAN Today Open GitHub
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