We’re proud to announce, thanks to the support of the community, the LEAN Algorithmic Trading Engine is now 100% open source. You have the freedom to connect any data source, execute through any brokerage and design any algorithm 100% locally.

It’s an exciting new frontier for algorithmic trading; through open source QuantConnect is breaking open the traditionally secretive world of algorithmic trading to give you the same powerful tools as major hedge-funds.

Lean is “plug and play“. Running your first backtest takes about 23 seconds.

1. Star/Fork and Download the QuantConnect/LEAN Repo* from GitHub

2. Open Lean Project in Visual Studio (let Nuget download all dependencies)

3. Press F5 to Run Project

Presto – you’ve run your first backtest! Here is a step by step guide for building your first algorithm. You can also design custom indicators, import data for international stock markets and connect with any brokerage. We even ship some data with the repo so you can get started instantly.

We’re incredibly grateful to the QuantConnect pioneers for making this possible. With your support we can build the best algorithmic trading platform in the world. Sustainable, independent and community driven.

More Raw Power

To be profitable you need to iterate quickly. Last week we upgraded our backtest processing servers: you can now run a 10 year, event driven backtest in 33 seconds. Your algorithms are running on beautiful i7x3930’s with 6 cores/12 threads/64GB ram. We are the world’s first cloud-desktop hybrid algorithmic trading platform aiming to give you the best of both worlds; ease of local development and horse power of the cloud.

Dynamic Indicator System

Thanks to some long hours by Michael H we launched an elegant, powerful and dynamic new indicator library. It lets you implement designs quickly and avoids reinventing the wheel. Creating an indicator is only a single line of code! Get started with the sample algorithm.

var rsi = RSI("SPY", 14); var bb = BB(_symbol, 20, 1, MovingAverageType.Simple, Resolution.Daily);

if (rsi > 80) { SetHoldings("SPY", 1); } else if (rsi < 20) { SetHoldings("SPY", -1); } Plot("BB", bb.UpperBand, bb.MiddleBand, bb.LowerBand);