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Stefano Raggi

Stefano Raggi

Senior Engineer

R-Support, Visual Studio Integration, Python Updates – LEAN Release Notes v2.4.0.1

This release adds R-support to LEAN; allowing you to run R-code from your LEAN C# algorithms. This makes the R statistics libraries available for use in QuantConnect. Additionally a community member contributed a plugin for Visual Studio which uses the QuantConnect API to perform file editing tasks and deploy backtests. Additionally this release extends Python […]

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Jared Broad

Founder & CEO

Python Library Support – LEAN Release Notes v2.4.0.0

This release adds full python support to enable using common python libraries in your algorithm.It is implemented using the PythonNet library which allows importing C# classes into python and vice versa. The new python algorithms are fully supported in local and cloud trading. There are some minor API adjustments to use the new library but […]

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    Pioneering Tomorrow’s Trading

    QuantConnect provides a free algorithm backtesting tool and financial data so engineers can design algorithmic trading strategies.

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    Jared Broad

    Founder & CEO

    Free Streaming Live Data with IEX – LEAN Release Notes v2.3.0.3

    This release adds the IEXDataQueueHandler allowing LEAN users to stream free US equity trades to their strategy; along with numerous bug fixes to the OANDA and FXCM brokerage implementations. Additional regression algorithms were added to automate testing of daily data algorithms. The Interactive Brokers connection logic was also made more intelligent to fail quickly when […]

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    Jared Broad

    Founder & CEO

    Generic Data Sourcing and Caching – Release Notes v2.3.0.2

    This release adds a generic data sourcing feature along with abstraction of the data caching. This allows different configurations to be setup independent of physical files. In addition there were dozens ofbugs fixes in LEAN to improve its stability and consistency across backtesting and live trading. There were no breaking changes in regression tests or […]

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    Jared Broad

    Founder & CEO

    Release Notes – LEAN v2.3.0.1

    This release fixed minor bugs in LEAN to improve its stability and consistency across backtesting and live trading. There were no breaking changes in regression tests or the API of LEAN. Features Update AlgoSeek data converter to accept input file mask to only convert specific source files. Added IsAssignable to detect assignment orders in backtesting*. […]

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    Jared Broad

    Founder & CEO

    Release Notes – LEAN v2.3.0.0

    This release made significant changes to the core of LEAN. Options and futures asset classes were added, and the datafeed extended to support their datatype. Hundreds of bugs were fixed and additional converter tools were added to help port the raw data provider files into LEAN format. MorningStar fundamental analysis was also added. This release […]

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    Jared Broad

    Founder & CEO

    Open Source Future of Algorithmic Trading

    The future of finance will be powered by open source algorithmic trading. LEAN algorithmic trading engine enables you to design and backtest a strategy in seconds, with virtually no setup required. LEAN is community supported and 100% open source.

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    Jared Broad

    Founder & CEO

    Your Ideal Algorithmic Trading Platform

    Would you like a copy of the QuantConnect source code, so you can code, backtest and trade locally from your computer? You could design and debug strategies from your laptop in Visual Studio, using a local data-source, and then when you’re ready simply deploy it to the cloud to backtest on our entire tick-level data library? You could utilize cloud based optimization to backtest massively in parallel and test your strategy for parameter sensitivity, in minutes…

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    Jared Broad

    Founder & CEO

    ‘Lean’ Backtesting Engine v2 Released

    After 8 months development we’ve released a new backtesting engine powering QuantConnect called Lean. It is a complete rewrite of QuantConnect’s core technology that can take a generic time-series data source and run a backtest. We wanted QuantConnect to quickly and easily accept any data source and be able to trade on it as it […]