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Securely deploy quantitative strategies on-premise with proprietary datasets

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Make your first steps to writing a quantitative trading strategy

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Cross-platform CLI which makes it easier to develop with the LEAN engine locally and in the cloud

LEAN Engine

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QuantConnect's LEAN engine manages your portfolio and data feeds letting you focus on your algorithm strategy and execution. Data is piped into your strategy via event handlers, upon which you can place trades. We provide basic portfolio management and fill modelling underneath the hood automatically. This is provided by the QCAlgorithm base class.

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public class BasicTemplateAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        // Setup algorithm requirements: cash, dates and securities.
        // Initialize is called once at the start of the algorithm.
    }

    public override void OnData(Slice slice) 
    {
        // Data requested is then piped into event handlers like this one.
    }
}

class BasicTemplateAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        '''Initialise the data and resolution required, as well as the
        cash and start-end dates for your algorithm. All algorithms must initialized.'''
        pass

    def on_data(self, slice: Slice) -> None:
        '''OnData event is the primary entry point for your algorithm. Each new data
        point will be pumped in here. data is a Slice object keyed by symbol containing
        the stock data'''
        pass