QuantConnect

Open-source C#, F# and Python algorithmic trading platform

Pinned

Lean

Lean Algorithmic Trading Engine by QuantConnect (C#, Python)

C# 5.3k 2.3k
lean-cli

CLI for running the LEAN engine locally and in the cloud

Python 45 18
Research

Open sourced research notebooks by the QuantConnect team.

Jupyter Notebook 198 98
Documentation

QuantConnect Wiki Style Documentation Behind QuantConnect

HTML 83 81
IBAutomater

Automates IB Gateway start, stopping and restarting.

C# 71 16
Tutorials

Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.

Jupyter Notebook 369 170

Lean
Lean Algorithmic Trading Engine by QuantConnect (C#, Python)

C# 5,348 Apache-2.0 2,331 388 (21 issues need help) 14 Updated Aug 28, 2021
Documentation
QuantConnect Wiki Style Documentation Behind QuantConnect

HTML 83 Apache-2.0 81 76 1 Updated Aug 27, 2021
Lean.DataSource.Regalytics

C# 0 1 0 1 Updated Aug 27, 2021
lean-cli
CLI for running the LEAN engine locally and in the cloud

Python 45 Apache-2.0 18 3 0 Updated Aug 27, 2021
AlphaStreams
Alpha Streams Public SDK.

Jupyter Notebook 4 4 3 0 Updated Aug 27, 2021
pythonnet
Python for .NET is a package that gives Python programmers nearly seamless integration with the .NET Common Language Runtime (CLR) and provides a powerful application scripting tool for .NET developers.

C# 21 MIT 522 2 1 Updated Aug 26, 2021
IBAutomater
Automates IB Gateway start, stopping and restarting.

C# 71 Apache-2.0 16 5 1 Updated Aug 23, 2021
Lean.DataSource.SEC

C# 0 0 0 0 Updated Aug 20, 2021
Lean.DataSource.FRED
Example production implementation of our data marketplace for FRED.

C# 0 0 0 0 Updated Aug 20, 2021
quantconnect-cli
CLI aimed at making local development of QuantConnect algorithms easier

TypeScript 26 Apache-2.0 10 0 5 Updated Aug 12, 2021