Radically Open-Source
Algorithmic Trading Engine
LEAN is the world's leading open-source quantitative trading technology. Research, backtest, optimize, and then live-trade on hundreds of venues.
Core Feature Set
LEAN is an event-driven, professional-caliber algorithmic trading platform built with a passion for elegant engineering and deep quant concept modeling. Out-of-the-box alternative data and live-trading support.
Survivorship Bias Free
Automated accounting for splits, dividends, and corporate actions; listings, delistings, mergers, and splits.
Universe Selection
Avoid selection bias with algorithmically selected assets. Create and select asset universes based on proprietary data and indicators.
Portfolio Management
Automatically track portfolio performance, profit and loss, buying power, 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 the 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 needs.
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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 margin, fill, and slippage models to accurately simulate assets and brokerages.
Technical Indicators
100+ popular technical indicators built, tested, and ready for use. Applicable to any data source.
Brokerage Models
Simulate brokerage fees, order support, and API behavior nuances with brokerage models.
Fee Models
Customize fee models to handle rebates and dynamic order pricing.
Cash Accounts, Settlement, and Margin Models
Simulate T+3 settlement, margin trading, option assignment, and early exercise models.
Load Proprietary Datasets
Backtest and live trade on your signals, sourced from streaming socket, database, or file sources.
Jump-Start Your Fund
Download LEAN CLI
Global Open-Source Community
Join a global community of quants, engineers, and scientists who chose LEAN for their algorithmic trading. Leverage the power of open-source for your fund.
180+ Engineers
Contributing to the code base.
100+ Code Samples
Hundreds of C# & Python open-source examples.
3,000 Forks
Users cloning LEAN for their private fund use.
250,000 Live Algorithms
Successfully deployed live on LEAN since 2015.
1,200 Algorithms
Shared through the community forum.
$28B Notional Volume
Battle-tested live trading platform.
LEAN is free to download and extend for commercial purposes. QuantConnect believes in the power of a community of passionate users. Check out our drumbeat.
We live this belief by making LEAN easy to use locally and providing tutorials to ensure there is no vendor lock-in.
The Future of Quantitative Trading
Download LEANPowered by LEAN
$28B
Asset Volume Traded Under LEAN
100+
LEAN-Powered Hedge Funds
Chosen by Professionals
Choose LEAN for Your Trading DeskThe Algorithm Framework
LEAN Algorithm Framework bakes in key quantitative finance concepts, providing you with a well-defined scaffolding to base your algorithm. The framework allows you to plug in and reuse existing modules created by QuantConnect to 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 hundreds of universe selection models to quickly get an index of the most tradable assets.
Alpha Creation
Generate an expected return signal 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 the defined signals, create a weighted combination of assets to form your ideal portfolio. LEAN ships with many pre-made portfolio-construction models, including Equal Weighting, Mean-Variance, and Black Litterman Portfolios.
Execution Models
Execute your target portfolio efficiently and quickly with pluggable execution algorithms. Quickly backtest different execution models to choose 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
Install LEAN CLITruly Open Engine
LEAN is fully open-source, able to run on-premise, and customized to your fund's needs. With a permissive Apache 2.0 license, LEAN flies through the strictest compliance.
Cross Asset
LEAN works on Equities, Forex, Options, Futures, Future Option, Indexes, Index Options, Crypto, and CFD Assets. All assets are managed from a central portfolio, allowing you to trade on all nine asset classes at the same time.
Cross Platform
Seamlessly deploy to Windows, Mac OS, and Linux Platforms.
Cross Language
Use the right language for your strategy needs and team competency. LEAN supports Python for top-of-the-line machine learning, or C# for speed.
A Fully Open-Source Foundation
Start TodayPowerful Data
Integrations and Toolbox
LEAN integrates with 40 price, fundamental, and alternative data sources, all preformatted, point in time, and ready for your fund.
VSCode Integration
Code locally in VSCode and backtest in the cloud with QuantConnect data and computing. Monitor your backtests from your IDE.
Jupyter Lab Integration
Iterate rapidly in a LEAN-Enabled Jupyter Lab command line environment with all of the ETL (exchange transform load) dataset work done.
Live Stream Data Sources
Use bundled implementations to popular data vendors and broker live data feeds for your locally hosted strategies.
Historical Data Repository
Download data from popular online repositories and brokerages into LEAN format automatically. Pull any of the QuantConnect Cloud data on-premise in LEAN format for easy manipulation.
Harness LEAN
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