adriencss / quanttradingstrategiesleanqc

Quant Algorithmic Strategies using Lean Engine(QC)

QuantTradingStrategiesLeanQC

Quant Algorithmic Strategies using Lean Engine(QC)

Lean is a professional trading algorithm engine, open source and usable by the whole community.

With a little bit of tinkering you can connect the engine to your own database.( In my case i plugged it to my own Database ).

The algortihmes are realizable in python or C#. I'm particularly fond of C# so I will publish most of the scripts in the latter

Installation of lean : https://github.com/QuantConnect/Lean

Lean engine may seem complex at first glance but once you spend some time in it you get used to it quite quickly.

Do not hesitate to share your opinions, your ideas. Sharing knowledge is an engineer's best friend :)