Algorithmic trading

Algorithmic trading with AI, from idea to live account.

Write a strategy in Python with an AI assistant, backtest it on years of point-in-time data with the open-source LEAN engine, let an AI agent improve it, and deploy the same code to one of 10 brokers and exchanges.

The workflow

One codebase, from first idea to live trading.

  1. 1

    Describe or write

    Start from a blank file, a dataset example, or a plain-English description the assistant turns into code.

  2. 2

    Backtest

    Run it on historical data and get returns, drawdowns, 20+ risk statistics and every order and trade.

  3. 3

    Improve with an agent

    Hand an agent a goal and a budget. It iterates on a copy and checks its result on held-out dates.

  4. 4

    Paper trade

    Deploy to a paper or demo account where your broker offers one, and watch it trade.

  5. 5

    Go live

    Deploy the same code to a live account, and monitor positions, orders and logs as they happen.

Write

Python trading strategies, with an AI assistant beside the code.

The full LEAN API

Universe selection, scheduled events, indicators, custom data and order types, in a Python editor in your browser.

An assistant that codes

Ask for a strategy in plain English. It drafts the code, explains it line by line, and helps fix errors when a backtest fails.

Examples that run

Every dataset comes with example code, so you start from something that already works.

Backtest

Backtests you can believe.

A backtest is only useful if it couldn't have known the future. Every dataset here is point-in-time.

Point-in-time data

SEC fundamentals from every 10-K and 10-Q, weekly CFTC futures positioning, and equity, forex and crypto prices, each arriving when it became public.

Full reports

Equity curve, drawdowns, Sharpe and Sortino ratios, win rate, turnover and more than 20 statistics, with every order and fill.

Isolated runs

Each backtest runs alone in its own container with no network access and fixed CPU and memory.

See every dataset in the catalog, or let an AI agent run the backtests for you.

Trade

Paper and live trading through 10 brokers and exchanges.

Connect the account you already have. Brokers marked Paper trading have a paper or demo environment, so you can go live without real money first.

  • Interactive BrokersStocks, options, futures, forex, bondsPaper trading
  • AlpacaUS stocks, options, cryptoPaper trading
  • OANDAForex, CFDsPaper trading
  • TradierUS stocks, optionsPaper trading
  • CoinbaseCrypto spot
  • KrakenCrypto spot
  • BinanceCrypto spot and futuresPaper trading
  • Binance.USCrypto spot
  • BybitCrypto spot and futuresPaper trading
  • BitfinexCrypto spot and margin

Paper first

Run a strategy on a paper or demo account where your broker offers one, before any real money is involved.

The code you tested

The live deployment runs the same code as the backtest, on the same LEAN engine.

Watch it live

Positions, orders, returns against the benchmark and logs, updated as the algorithm trades.

FAQ

Questions, answered.

Ready to test your first strategy?

Write it yourself or describe it to the assistant, and see a full backtest report in minutes.

Get started
What is algorithmic trading?

Algorithmic trading means writing the rules of a strategy as code, so a computer decides when to buy and sell. You can test the rules on historical data before risking money, and run them the same way every time.

What is the LEAN engine?

LEAN is an open-source algorithmic trading engine. It runs the same Python code in a backtest and in live trading, and handles data, orders, fills, fees and portfolio accounting. MarketsCoder runs your backtests on LEAN.

How does AI help with algorithmic trading?

The AI assistant turns a plain-English idea into a working strategy, explains code you don't understand, fixes errors, and runs backtests for you. AI agents go further: they improve a strategy toward a goal in the background, with a final test on held-out dates.

What is point-in-time data, and why does it matter?

Point-in-time data gives your algorithm each value only from the moment it became public. Without it, a backtest can use numbers that were revised or published later, and look better than it could ever trade.

What is overfitting?

Overfitting is tuning a strategy until it fits the past so closely that it fails on new data. Testing on dates you didn't tune on, as agents do with their final test, is the main defence.

Can I trade crypto, forex and futures?

Yes, through the brokers and exchanges that support them: Interactive Brokers, Alpaca, OANDA, Tradier, Coinbase, Kraken, Binance, Binance.US, Bybit, Bitfinex. Several offer paper or demo accounts, so you can run a strategy without real money first.