QuantConnect
@quantconnect • Python and C# algorithmic trading platform. Use this route to separate flagship concentration from portfolio breadth before you treat a publisher as broadly strong.
Portfolio concentration
81%
Top three share
Shows whether the organization is driven by one breakout repo or several visible projects.
Breadth
30 repos
Visible snapshot
24 repositories updated in the last 90 days.
Leading language
C#
Portfolio mix
C# (23), Python (3), Jupyter Notebook (2)
Average size
19
Stars per repository
Useful for distinguishing one flagship-heavy publisher from a repeatable portfolio.
Updated: 2026-06-19(67d ago)GitHub API fallback30 repositories
81%
of the visible star count comes from this organization's top three repositories.
19
stars per repository in this same snapshot.
C#
is the most common language here, with 24 repositories updated in the last 90 days.
Why this rank
This organization stands out because one flagship repo drives 63% of its visible star count.
Flagship share 63%Breakout repo: HandsOnAITradingBook
Organization pages work best when you separate portfolio breadth from flagship concentration. In QuantConnect's case, the visible top three repositories account for about 81% of total stars in this snapshot, which helps explain whether the organization is known for one breakout project or for a broader repeatable portfolio.
The dominant language mix here is C# (23), Python (3), Jupyter Notebook (2). That makes this page useful not just for popularity checks, but also for seeing what technical shape an organization's public ecosystem actually has.
Top Repositories
| # | Repository | Language | Stars |
|---|---|---|---|
| 1 | quantconnect/HandsOnAITradingBook Code repository for the book "Hands On AI Trading with Python, QuantConnect, and AWS." | Jupyter Notebook | 357 |
| 2 | quantconnect/mcp-server Official Python MCP server for local interactions with the QuantConnect API | Python | 77 |
| 3 | quantconnect/Lean.DataSource.ThetaData Integration with ThetaData for Options History and Live Streaming | C# | 24 |
| 4 | quantconnect/Lean.Brokerages.TradeStation TradeStation Brokerage Plugin | C# | 20 |
| 5 | quantconnect/Lean.Brokerages.Alpaca Alpaca Brokerage Implementation | C# | 17 |
| 6 | quantconnect/Lean.DataSource.AlphaVantage LEAN Alpha Vantage Data Source | C# | 12 |
| 7 | quantconnect/Lean.Brokerages.Tastytrade Tastytrade Brokerage Implementation | C# | 11 |
| 8 | quantconnect/Lean.DataSource.Polygon LEAN Polygon Data Source | C# | 10 |
| 9 | quantconnect/Lean.DataSource.DataBento Historical downloads and live data streaming | C# | 7 |
| 10 | quantconnect/Lean.DataSource.FactSet Implementation to the public FactSet Data API. | C# | 5 |
| 11 | quantconnect/Lean.DataSource.BybitFundingRate ByBit Margin Perp Funding Rates | C# | 4 |
| 12 | quantconnect/Lean.Brokerages.dYdX dYdX Brokerage Plugin | C# | 3 |
| 13 | quantconnect/Lean.DataSource.HuggingFace HuggingFace caching for the QuantConnect Community | Python | 3 |
| 14 | quantconnect/Lean.DataSource.CoinAPI LEAN CoinAPI Data Source | C# | 3 |
| 15 | quantconnect/Lean.DataSource.IQFeed LEAN IQFeed Data Source | C# | 3 |
| 16 | quantconnect/Lean.DataSource.InteractiveBrokersShortStock LEAN Interactive Brokers Short Stock Availability Data Source | C# | 3 |
| 17 | quantconnect/Lean.DataSource.dYdXFundingRate dYdX Perp Futures Funding Rates | C# | 2 |
| 18 | quantconnect/Lean.DataSource.DerivativeUniverseGenerator | C# | 2 |
| 19 | quantconnect/PredictNowNET A restful client library, designed to access PredictNow restful API. | Jupyter Notebook | 2 |
| 20 | quantconnect/Lean.DataSource.USDAFruitAndVegetables Historical fruit and vegetable pricing | C# | 1 |
| 21 | quantconnect/alpaca-trade-api-csharp C# SDK for Alpaca Trade API https://docs.alpaca.markets/ | 1 | |
| 22 | quantconnect/Lean.DataSource.QuiverQuant Quiver Quantitative Alternative Data | C# | 0 |
| 23 | quantconnect/Lean.DataSource.SEC.FailsToDeliver FTD | C# | 0 |
| 24 | quantconnect/docs-style-guide Rackspace Style Guide for Technical Content | 0 | |
| 25 | quantconnect/Lean.DataSource.EODHD International micro-economic indicators | C# | 0 |
| 26 | quantconnect/Lean.DataSource.QuiverGovernmentContracts LEAN Quiver Government Contracts Data Source | C# | 0 |
| 27 | quantconnect/Lean.DataSource.QuiverLobbying LEAN Quiver Lobbying Data Source | C# | 0 |
| 28 | quantconnect/Lean.DataSource.QuiverCNBC LEAN Quiver CNBC Data Source | C# | 0 |
| 29 | quantconnect/Lean.DataSource.IEX LEAN IEX Data Source | C# | 0 |
| 30 | quantconnect/Lean.DataSource.USInterestRate US Interest Rate Data Source | Python | 0 |
Next step after the organization read
Open a flagship repository, compare a couple of portfolio leaders, or return to the organization map when you want a broader concentration read.
Learn and methodology
Keep trust-building context reachable, but behind the first data read instead of ahead of it.
How to read this organization snapshot
Total stars are useful as a discovery signal, but they do not tell you whether a team maintains every repository equally. Pair this page with release cadence, maintainer activity, and the flagship concentration shown above before making adoption decisions.
For broader background on GitStar's ranking logic and editorial guidance, see Methodology & Editorial Standards.