---
# System prepended metadata

title: 03 / 12 QuantConnect
tags: [StockProject]

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tags: StockProject
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# 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

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### LSTM Result
![](https://i.imgur.com/qHqiNaV.png)

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- 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

