QuantConnect is an open-source, institutional-grade algorithmic trading platform that unifies research, backtesting, optimization, and live trading in a single API-driven environment. It offers cloud-based research terminals and a local development workflow through the LEAN open-source engine, enabling users to prototype, simulate, and deploy strategies across equities, options, futures, forex, CFDs, and crypto. The platform includes a rich library of alternative datasets, integrated broker connections, and tools for parameter optimization and large-scale backtesting, making it suitable for both individual quants and professional trading teams. Backed by a large community and production-proven infrastructure, QuantConnect supports both on-premise deployments and cloud execution for high-throughput, low-latency trading operations.
QuantConnect is an open-source algorithmic trading platform designed to accelerate the entire quant workflow—from idea generation and data exploration to robust backtesting and institutional-grade live execution. Built around the LEAN engine, QuantConnect provides both cloud-hosted services and a local development environment, giving users the flexibility to prototype quickly and scale to production. The platform emphasizes reproducible, point-in-time research, portfolio-aware backtesting, and a rich ecosystem of alternative data sources and broker integrations.
Cloud Research Environment: A fully managed research terminal that attaches to terabytes of curated financial and alternative data, with support for common machine learning and feature-selection libraries.
High-Fidelity Backtesting: Fast, point-in-time backtests that model fees, slippage, corporate actions, and realistic margin. Backtests scale from single strategies to thousands of securities with minimal code changes.
Institutional Live Trading: Low-latency, co-located live trading with multiple broker and exchange integrations, redundant infrastructure, and the ability to process large notional volumes across asset classes.
Open-Source Engine (LEAN): The LEAN engine is fully open-source, enabling on-premise deployment, customization, and reproducibility. It acts as the common runtime for cloud and local workflows.
Data and Optimization Tools: A marketplace of alternative datasets and tools for parameter optimization and sensitivity analysis, including heatmaps, trade-level inspection, and large-scale cloud compute for running thousands of experiments.
Unified API: A single API to drive research notebooks, backtests, optimizations, and live deployment, which reduces friction when moving code between stages.
Multi-Asset Support: Native support for equities, options, index options, futures, future options, forex, CFDs, and crypto with realistic resolution and portfolio modeling.
Alternative Data Integrations: Access to dozens of vendor datasets delivered point-in-time and linked to securities, simplifying feature engineering and avoiding look-ahead bias.
Scalable Cloud Cores: High-performance backtest cores and cloud compute that allow practitioners to run thousands of backtests or large optimizations in parallel.
QuantConnect is built for quants who need both flexibility and production reliability. Its open-source LEAN engine lets teams inspect and adapt the core logic, while the cloud platform offers turnkey compute, data access, and brokerage connectivity for rapid deployment. The combination of point-in-time data delivery, comprehensive asset modeling, and parameter optimization tools helps users build more robust, production-ready strategies faster than piecing together disparate tools.
Prototype strategies in the cloud research notebook using built-in datasets and ML libraries.
Run high-fidelity, portfolio-level backtests and validate results with trade logs and regression tests.
Perform parameter sweeps and optimizations using scalable cloud compute, then inspect heatmaps and out-of-sample performance.
Deploy to live trading via integrated brokers or run LEAN on-premise for proprietary environments, maintaining the same algorithm runtime semantics across environments.
QuantConnect supports a large global community of quants, with public algorithms, forum discussions, and community-shared datasets. The platform’s marketplace and open-source orientation foster collaboration, reproducibility, and shared learning—making it easier for teams, academics, and individual developers to iterate and improve strategies.
New users can sign up for a free account to explore the research notebooks, backtesting capabilities, and datasets. For teams requiring bespoke deployments or proprietary datasets, LEAN’s open-source model and the Local Platform provide a path to run QuantConnect’s runtime within private infrastructure.
QuantConnect is aimed at anyone who wants a cohesive, production-capable quant workflow: from solo researchers and students to professional quant teams and hedge funds.
