--- tags: StockProject --- # 03 / 12 QuantConnect ### Program Language - Algorithmic trading engine: Lean (C#) - Support: Python , C# ### Framework 1. Universe Selection - Select your assets. 2. Alpha Creation - Generate trading signals. 3. Portfolio Construction - Determine position size targets. 4. Execution - Place trades to reach your position sizes. 5. Risk Management - Manage the market risks. ### Machine Learning Doc: https://www.quantconnect.com/docs/algorithm-reference/machine-learning - Training Limits (Leaky Bucket) ![](https://i.imgur.com/jgw299D.png) Training resources are allocated with a leaky bucket algorithm - Storage Limits ![](https://i.imgur.com/npdscIf.png) store training result -> use in live version (backtesting and live) - Supported Libraries ![](https://i.imgur.com/QjENEXZ.png) ### Data Resource: - data resource from Intrinio, Tiingo, Quandl - download website data --- ### LSTM Result ![](https://i.imgur.com/qHqiNaV.png) --- - Doc: https://www.quantconnect.com/docs - Pricing:https://www.quantconnect.com/pricing - GitHub: https://github.com/QuantConnect/Lean/ - LSTM example: https://www.quantconnect.com/terminal/index.php?key=processCache&request=embedded_backtest_12d1c99de75f8332f49ce63f36d3d992.html