This is the Linux app named LEAN whose latest release can be downloaded as R-Support,VisualStudioIntegration,PythonUpdates.zip. It can be run online in the free hosting provider OnWorks for workstations.
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SCREENSHOTS
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LEAN
DESCRIPTION
Automated accounting for splits, dividends, and corporate events like delistings and mergers. Avoid selection bias with dynamically generated assets. Create and select asset universes on proprietary data and indicators. Automatically track portfolio performance, profit and loss, and holdings across multiple asset classes and margin models in the same strategy. Trigger regular functions to occur at desired times, during market hours, on certain days of the week, or at specific times of day. Backtest on almost any time series and import your proprietary signal data into your strategy. Everything is configurable and pluggable. LEAN's highly modular foundation can easily be extended for your fund focus. Use combinations of margin, fill, and slippage models to simulate a liquidity endpoint. 100+ popular technical indicators built, tested, and ready for use. Applicable to any data source.
Features
- Use combinations of fees, fill models, and slippage models to simulate a brokerage endpoint
- Customize fee models to handle rebates and dynamic order pricing
- Simulate T+3 settlement, margin trading, and cash-margin models
- Backtest and live trade on your own signals, sourced from streaming, database, or file sources
- Cash accounts, settlement, and margin models
- LEAN is modular in design, with each component pluggable and customizable. It ships with models for all major plug-in points
Programming Language
C#
This is an application that can also be fetched from https://sourceforge.net/projects/lean.mirror/. It has been hosted in OnWorks in order to be run online in an easiest way from one of our free Operative Systems.
