CLI for running the LEAN engine locally and in the cloud
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Updated
Jul 22, 2025 - Python
CLI for running the LEAN engine locally and in the cloud
The legacy version of QuantCoder, containing core workflows for transforming finance research into trading strategies and generating code for QuantConnect. Code is no longer maintained.
💫 Wizardry is an open-source CLI for building powerful algorithmic trading strategies 交易框架
QuantConnect Algorithmic Trading Platform Orchestration MCP - Agentic LLM Driven Trading Strategy Design, Research & Implementation
A dump of all my quantconnect strategy ideas.
🧹 Quantclean is a program that reformats financial dataset to US Equity TradeBar (Quantconnect format)
Ichimoku Kinko Hyo strategy powered by Quant Connect for Python
Trading algorithms for QuantConnect platform
Algorithmic trading on QuantConnect
my code for QuantConnect's algorithmic trading bootcamp
Automatically updated API documentation for QuantConnect's Lean
TQT Seminar/Workshop: Risk Management and Hedging Techniques in Quantitative Finance
Flatiron School Data Science Bootcamp Capstone Project.
Platforms to develop, test, and run stock trading strategies
Turtle Trading was created by Richard Dennis and William Eckhardt in the 1980s. Dennis believed trading could be taught, so he trained a group called the "Turtles." The strategy follows market trends—buying stocks in strong uptrends and selling in downtrends.
my first QuantConnect trading algorithm
This is a simple QuantConnect trading strategy on universe selection.
The Supertrend Strategy is a trend trading strategy that uses the Supertrend indicator to identify and trade trends in the financial markets. This strategy focuses on entering the market in line with the main trend and exiting the market when the trend begins to reverse.
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