Lean is an algorithmic trading engine and quantitative finance platform designed for the development, backtesting, and live execution of automated trading strategies. It provides a comprehensive framework for processing time-series market data, managing multi-asset portfolios, and conducting quantitative research across diverse financial markets.
The platform distinguishes itself through a modular, event-driven architecture that decouples strategy logic from data ingestion and brokerage connectivity. By utilizing standardized interfaces for data providers and brokerage abstractions, it enables users to normalize heterogeneous market feeds and execute trades across multiple asset classes within a unified environment. This design ensures that trading logic remains consistent whether operating in a historical simulation or a live market setting.
Beyond core execution, the framework includes integrated tools for technical indicator calculation, portfolio risk management, and performance analytics. It supports the entire research lifecycle, from hypothesis testing and parameter optimization to the management of asset universes and automated order execution. The system also provides mechanisms for persistent state management and project synchronization to maintain continuity across development and deployment environments.
