QuantConnect & LEAN Development Services
Algorithmic Trading on the Most Powerful Open-Source Backtesting Engine
QuantConnect’s LEAN engine handles equities, options, futures, forex, and crypto with institutional-grade data and execution modeling. Cloud-based backtesting, local development, and live trading through multiple brokerages. We’ve shipped dozens of projects on this platform.
What We Build
Multi-Asset Strategies
Equities, options, futures, forex, crypto — or combinations. LEAN’s unified API handles cross-asset portfolios natively. We build strategies that exploit correlations across markets, not just single-instrument signals.
Options Strategies
Covered calls, iron condors, straddles, custom spreads — with proper Greeks management, rolling logic, and expiration handling. Options on QuantConnect require careful implementation. We’ve done it enough to know the pitfalls.
Alpha Models & Portfolio Construction
Using QuantConnect’s framework architecture: Alpha models generate signals, portfolio construction handles allocation, risk management enforces limits, execution handles the orders. Clean separation of concerns.
Research & Signal Development
Jupyter notebook research using QuantConnect’s data library. Statistical analysis, factor research, and signal validation before committing to a full strategy build.
Universe Selection
Dynamic instrument selection — fundamental screening, technical filtering, liquidity constraints. Your strategy trades the right instruments at the right time.
Our Expertise
- LEAN Framework — Deep knowledge of the algorithm framework, not just surface-level API calls
- C# and Python — Native fluency in both supported languages
- Options modeling — Greeks, IV surfaces, complex multi-leg strategies
- Data handling — Custom data sources, alternative data integration, corporate actions
- Optimization — Parameter sweeps, walk-forward analysis via the cloud
- Live deployment — Interactive Brokers, Alpaca, Coinbase, and other supported brokerages
- Local LEAN — Self-hosted backtesting for teams that need data privacy
Common Projects
Systematic Equity Strategies
Factor-based selection, momentum, mean reversion, statistical arbitrage. Universe selection through signal generation through execution — the full pipeline.
Options Income Strategies
Automated premium selling with defined risk. Wheel strategies, credit spreads, iron condors — with proper roll logic and position management that handles assignment.
Crypto Strategies
24/7 markets with unique microstructure. We build strategies that account for exchange-specific behavior, funding rates, and liquidity dynamics.
Research-to-Production Pipeline
You have a Jupyter notebook with a promising signal. We turn it into a production strategy with proper risk management, execution logic, and monitoring.
Deliverables
- Full source code (C# or Python) in your QuantConnect account or private repo
- Backtest results with parameter sensitivity analysis
- Research notebooks documenting methodology and assumptions
- Live deployment configuration and monitoring guide
- 30 days of bug-fix support post-delivery
Pricing
QuantConnect projects typically start at the Professional tier ($8,500) due to the multi-asset complexity and backtesting depth the platform enables. Simpler single-strategy projects may fit the Starter tier.
Let’s Build Your Trading System
Tell us about your project. We’ll respond within 24 hours with an honest assessment.