LouisSzeto

DTW-MRP

Source code of WQU MScFE Capstone Project - A Mean-Reverting Portfolio with DTW Clustering

Documentation

QuantConnect Wiki Style Documentation Behind QuantConnect

Lean

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

lean-cli

CLI for running the LEAN engine locally and in the cloud

Lean.Brokerages.Kraken

Kraken Brokerage Plugin

Lean.Brokerages.OANDA

OANDA Brokerage Implementation

Lean.Brokerages.Samco

Samco Brokerage Plugin

Lean.Brokerages.Zerodha

Zerodha Brokerage Plugin

Lean.DataSource.BrainSentiment

Lean.DataSource.CoinGecko

Coin Gecko Lean Alternative Data

Lean.DataSource.CoinGeckoMarketCap

Lean.DataSource.CryptoCoarseFundamentalUniverse-1

Crypto Coarse Fundamental Universe Alternative Data

Lean.DataSource.Estimize

Lean.DataSource.HuggingFace

HuggingFace caching for the QuantConnect Community

Lean.DataSource.NasdaqDataLink

Nasdaq Data Link dataset

Lean.DataSource.QuiverCNBC

Lean.DataSource.QuiverGovernmentContracts

Lean.DataSource.QuiverInsiderTrading

Quiver Insider Trading dataset

Lean.DataSource.QuiverLobbying

Lean.DataSource.QuiverQuantCongressTrading

Quiver Quantitative Congress Trading Data Alternative Data

Lean.DataSource.QuiverQuantTwitterFollowers

Quiver Quant Twitter Followers

Lean.DataSource.QuiverQuantWallStreetBets

Example production implementation for our data marketplace Quiver Quantitative Wall Street Bets dataset.

Lean.DataSource.QuiverQuantWikipedia

Example production implementation for our data marketplace for Quiver Quantitative Wikipedia Dataset

Lean.DataSource.Regalytics

Lean.DataSource.SmartInsiderIntentionsTransactions

Lean.DataSource.TradingHalt

Lean.DataSource.VIXCentral

Example production implementation of our data marketplace for VixCentral.

Lean.Reference

Formatted LEAN Class/API Reference by Doxygen

test-files

Tutorials

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