• Stars
    star
    493
  • Rank 86,290 (Top 2 %)
  • Language
    Jupyter Notebook
  • License
    Apache License 2.0
  • Created almost 7 years ago
  • Updated almost 2 years ago

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

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

QuantConnect Logo

QuantConnect LEAN Tutorials

Tutorial Website | Documentation | Download LEAN | Slack Channel

This repository is a collection of WordPress and Jupyter notebook tutorials for LEAN demonstrating financial concepts and LEAN. Tutorials are categorized into folders with each Category and Tutorial Series. The Jupyter notebook and the associated HTML webpage must use matching file names. The HTML is generated and displayed with wordpress.

Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage. It was designed in Mono and operates in Windows, Linux and Mac platforms. For more information about the LEAN Algorithmic Trading engine see the Lean Engine repository.

Contributors and Pull Requests

Contributions are warmly very welcomed but we ask you read the existing code to see how it is formatted, commented and ensure contributions match the existing style. All code submissions must include accompanying tests. Please see the contributor guide lines.

Strategy Library Development Workflow

To publish a strategy to our Strategy Library, follow the steps on the documentation page

New Tutorial Requests and Edits

Please submit new tutorial requests as an issue to the Tutorials repository. Before submitting an issue please read others to ensure it is not a duplicate. Edits and fixes for clarity are warmly welcomed!

More Repositories

1

Lean

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
C#
8,619
star
2

Research

Open sourced research notebooks by the QuantConnect team.
Jupyter Notebook
427
star
3

lean-cli

CLI for running the LEAN engine locally and in the cloud
Python
180
star
4

Documentation

QuantConnect Wiki Style Documentation Behind QuantConnect
HTML
152
star
5

IBAutomater

Automates IB Gateway start, stopping and restarting.
Java
97
star
6

quantconnect-cli

CLI aimed at making local development of QuantConnect algorithms easier
TypeScript
29
star
7

LeanReportCreator

Create beautiful HTML/PDF reports for sharing your LEAN backtest and live trading results.
HTML
27
star
8

Lean.Brokerages.InteractiveBrokers

InteractiveBrokers Brokerage Plugin
C#
21
star
9

FXCM

Cross platform implementation of FXCM Java Trading API in .NET for connecting with FXCM. Uses IKVM to port the Java library to a .NET DLL.
C#
15
star
10

Lean.Brokerages.TDAmeritrade

TD Ameritrade Brokerage Plugin
C#
12
star
11

quantconnect-stubs-generator

Automatically generate Python type stubs for QuantConnect's Lean
C#
10
star
12

Lean.Brokerages.Zerodha

Zerodha Brokerage Plugin
C#
10
star
13

AlphaStreams

Alpha Streams Public SDK.
Jupyter Notebook
10
star
14

Lean.Brokerages.OANDA

OANDA Brokerage Implementation
C#
7
star
15

Lean.DataSource.SDK

C#
6
star
16

Lean.Brokerages.Template

Lean Brokerages Template
C#
6
star
17

Lean.Brokerages.TradingTechnologies

Trading Technologies Brokerage Plugin
C#
6
star
18

Lean.DataSource.QuiverQuantCongressTrading

Quiver Quantitative Congress Trading Data Alternative Data
C#
5
star
19

Lean.Brokerages.TerminalLink

Connect the QuantConnect/LEAN backtesting engine with the Bloomberg Desktop API.
C#
4
star
20

Lean.Brokerages.ByBit

ByBit Brokerage Integration to LEAN
C#
4
star
21

Lean.DataSource.QuiverQuantWallStreetBets

Example production implementation for our data marketplace Quiver Quantitative Wall Street Bets dataset.
C#
3
star
22

Lean.DataSource.ExtractAlphaTrueBeats

ExtractAlpha True Beats Implementation
C#
3
star
23

Lean.DataSource.CoinGecko

Coin Gecko Lean Alternative Data
C#
3
star
24

Lean.DataSource.Tiingo

C#
3
star
25

Lean.DataSource.ThetaData

Integration with ThetaData for Options History and Live Streaming
C#
3
star
26

Lean.Brokerages.Atreyu

Atreyu Lean brokerage implementation
C#
3
star
27

Lean.DataSource.NasdaqDataLink

Nasdaq Data Link dataset
C#
3
star
28

Lean.Reference

Formatted LEAN Class/API Reference by Doxygen
CSS
3
star
29

Lean.Brokerages.Binance

Binance Brokerage Plugin
C#
2
star
30

Lean.Brokerages.Exante

Exante Brokerage Plugin
C#
2
star
31

Lean.DataSource.CBOE

C#
2
star
32

Lean.DataSource.QuiverQuantWikipedia

Example production implementation for our data marketplace for Quiver Quantitative Wikipedia Dataset
C#
2
star
33

Lean.Brokerages.Wolverine

Wolverine Execution and Routing
C#
2
star
34

Lean.DataSource.SEC

C#
2
star
35

Lean.Brokerages.Bitfinex

Bitfinex Brokerage Plugin
C#
1
star
36

Lean.DataSource.QuiverQuantEventsBeta

C#
1
star
37

Lean.DataSource.SmartInsiderIntentionsTransactions

C#
1
star
38

Lean.Brokerages.Kraken

Kraken Brokerage Plugin
C#
1
star
39

Lean.DataSource.FRED

Example production implementation of our data marketplace for FRED.
C#
1
star
40

Lean.Brokerages.Tradier

Tradier Brokerage Implementation
C#
1
star
41

Lean.DataSource.USEnergy

Example production implementation of our data marketplace for Energy Information Agency.
C#
1
star
42

Lean.DataSource.Regalytics

C#
1
star
43

Lean.DataSource.CryptoCoarseFundamentalUniverse

Crypto Coarse Fundamental Universe Alternative Data
C#
1
star
44

Lean.DataSource.USTreasury

Example production implementation of our data marketplace for US Treasury Yield Curves
C#
1
star
45

Lean.DataSource.InteractiveBrokersShortStock

LEAN Interactive Brokers Short Stock Availability Data Source
C#
1
star
46

Lean.Brokerages.Coinbase

Coinbase Pro brokerage template
C#
1
star
47

Lean.Brokerages.FTX

FTX Brokerage Plugin
C#
1
star
48

Lean.DataSource.QuiverQuantTwitterFollowers

Quiver Quant Twitter Followers
C#
1
star
49

Lean.DataSource.VIXCentral

Example production implementation of our data marketplace for VixCentral.
C#
1
star
50

Lean.DataSource.BrainSentiment

C#
1
star
51

Lean.DataSource.FactSet

Implementation to the public FactSet Data API.
C#
1
star
52

Lean.DataSource.Polygon

LEAN Polygon Data Source
C#
1
star
53

Lean.DataSource.BenzingaNews

C#
1
star
54

Lean.DataSource.IQFeed

LEAN IQFeed Data Source
C#
1
star
55

Lean.DataSource.BybitFundingRate

ByBit Margin Perp Funding Rates
C#
1
star