QuantConnect LEAN
QuantConnect's open-source engine: C# core, Python strategies, many asset classes, backtest and live.
GitHub statistics as of 2026-11-10. Status: active = commits in the last 90 days, slowing = in the last year, inactive = older, archived = read-only.
Overview
LEAN is the engine behind QuantConnect. Strategies are written in Python or C# and can trade equities, options, futures, forex and crypto, in backtests or live through supported brokerages. It runs locally through the LEAN CLI or in QuantConnect's cloud, where historical data is available; running locally means finding and formatting your own data.
Best for: Serious multi-asset strategies, especially with options or futures, that should go live with a broker.
Strengths
- Very broad asset and brokerage coverage
- Same code for research, backtest and live
- Mature, actively developed, large user base
Limitations
- Heavier to set up locally than a Python library
- Local data is your job; the convenient data is in the paid cloud
- Framework conventions take time to learn
Comparisons
Alternatives in Backtest-to-live platforms
All frameworks · Descriptions are our own summary and may lag behind each project's documentation. Check the project's license before using it in a product. Nothing here is investment advice.