Classes
class	CoarseFundamentalUniverseSelectionModel
	Portfolio selection model that uses coarse selectors. For US equities only. More...

class	CompositeUniverseSelectionModel
	Provides an implementation of IUniverseSelectionModel that combines multiple universe selection models into a single model. More...

class	CustomUniverse
	Defines a universe as a set of dynamically set symbols. More...

class	CustomUniverseSelectionModel
	Provides an implementation of IUniverseSelectionModel that simply subscribes to the specified set of symbols More...

class	EmaCrossUniverseSelectionModel
	Provides an implementation of FundamentalUniverseSelectionModel that subscribes to symbols with the larger delta by percentage between the two exponential moving average More...

class	EnergyETFUniverse
	Universe Selection Model that adds the following Energy ETFs at their inception date 1998-12-22 XLE Energy Select Sector SPDR Fund 2000-06-16 IYE iShares U.S. Energy ETF 2004-09-29 VDE Vanguard Energy ETF 2006-04-10 USO United States Oil Fund 2006-06-22 XES SPDR S&P Oil & Gas Equipment & Services ETF 2006-06-22 XOP SPDR S&P Oil & Gas Exploration & Production ETF 2007-04-18 UNG United States Natural Gas Fund 2008-06-25 ICLN iShares Global Clean Energy ETF 2008-11-06 ERX Direxion Daily Energy Bull 3X Shares 2008-11-06 ERY Direxion Daily Energy Bear 3x Shares 2008-11-25 SCO ProShares UltraShort Bloomberg Crude Oil 2008-11-25 UCO ProShares Ultra Bloomberg Crude Oil 2009-06-02 AMJ JPMorgan Alerian MLP Index ETN 2010-06-02 BNO United States Brent Oil Fund 2010-08-25 AMLP Alerian MLP ETF 2011-12-21 OIH VanEck Vectors Oil Services ETF 2012-02-08 DGAZ VelocityShares 3x Inverse Natural Gas 2012-02-08 UGAZ VelocityShares 3x Long Natural Gas 2012-02-15 TAN Invesco Solar ETF More...

class	ETFConstituentsUniverseSelectionModel
	Universe selection model that selects the constituents of an ETF. More...

class	FineFundamentalUniverseSelectionModel
	Portfolio selection model that uses coarse/fine selectors. For US equities only. More...

class	FundamentalUniverseSelectionModel
	Provides a base class for defining equity coarse/fine fundamental selection models More...

class	FutureUniverseSelectionModel
	Provides an implementation of IUniverseSelectionModel that subscribes to future chains More...

class	InceptionDateUniverseSelectionModel
	Inception Date Universe that accepts a Dictionary of DateTime keyed by String that represent the Inception date for each ticker More...

interface	IUniverseSelectionModel
	Algorithm framework model that defines the universes to be used by an algorithm More...

class	LiquidETFUniverse
	Universe Selection Model that adds the following ETFs at their inception date More...

class	ManualUniverse
	Defines a universe as a set of manually set symbols. This differs from UserDefinedUniverse in that these securities were not added via AddSecurity. More...

class	ManualUniverseSelectionModel
	Provides an implementation of IUniverseSelectionModel that simply subscribes to the specified set of symbols More...

class	MetalsETFUniverse
	Universe Selection Model that adds the following Metals ETFs at their inception date 2004-11-18 GLD SPDR Gold Trust 2005-01-28 IAU iShares Gold Trust 2006-04-28 SLV iShares Silver Trust 2006-05-22 GDX VanEck Vectors Gold Miners ETF 2008-12-04 AGQ ProShares Ultra Silver 2009-11-11 GDXJ VanEck Vectors Junior Gold Miners ETF 2010-01-08 PPLT Aberdeen Standard Platinum Shares ETF 2010-12-08 NUGT Direxion Daily Gold Miners Bull 3X Shares 2010-12-08 DUST Direxion Daily Gold Miners Bear 3X Shares 2011-10-17 USLV VelocityShares 3x Long Silver ETN 2011-10-17 UGLD VelocityShares 3x Long Gold ETN 2013-10-03 JNUG Direxion Daily Junior Gold Miners Index Bull 3x Shares 2013-10-03 JDST Direxion Daily Junior Gold Miners Index Bear 3X Shares More...

class	NullUniverseSelectionModel
	Provides a null implementation of IUniverseSelectionModel More...

class	OpenInterestFutureUniverseSelectionModel
	Selects contracts in a futures universe, sorted by open interest. This allows the selection to identifiy current active contract. More...

class	OptionUniverseSelectionModel
	Provides an implementation of IUniverseSelectionModel that subscribes to option chains More...

class	QC500UniverseSelectionModel
	Defines the QC500 universe as a universe selection model for framework algorithm For details: https://github.com/QuantConnect/Lean/pull/1663 More...

class	ScheduledUniverseSelectionModel
	Defines a universe selection model that invokes a selector function on a specific scheduled given by an IDateRule and an ITimeRule More...

class	SP500SectorsETFUniverse
	Universe Selection Model that adds the following SP500 Sectors ETFs at their inception date 1998-12-22 XLB Materials Select Sector SPDR ETF 1998-12-22 XLE Energy Select Sector SPDR Fund 1998-12-22 XLF Financial Select Sector SPDR Fund 1998-12-22 XLI Industrial Select Sector SPDR Fund 1998-12-22 XLK Technology Select Sector SPDR Fund 1998-12-22 XLP Consumer Staples Select Sector SPDR Fund 1998-12-22 XLU Utilities Select Sector SPDR Fund 1998-12-22 XLV Health Care Select Sector SPDR Fund 1998-12-22 XLY Consumer Discretionary Select Sector SPDR Fund More...

class	TechnologyETFUniverse
	Universe Selection Model that adds the following Technology ETFs at their inception date 1998-12-22 XLK Technology Select Sector SPDR Fund 1999-03-10 QQQ Invesco QQQ 2001-07-13 SOXX iShares PHLX Semiconductor ETF 2001-07-13 IGV iShares Expanded Tech-Software Sector ETF 2004-01-30 VGT Vanguard Information Technology ETF 2006-04-25 QTEC First Trust NASDAQ 100 Technology 2006-06-23 FDN First Trust Dow Jones Internet Index 2007-05-10 FXL First Trust Technology AlphaDEX Fund 2008-12-17 TECL Direxion Daily Technology Bull 3X Shares 2008-12-17 TECS Direxion Daily Technology Bear 3X Shares 2010-03-11 SOXL Direxion Daily Semiconductor Bull 3x Shares 2010-03-11 SOXS Direxion Daily Semiconductor Bear 3x Shares 2011-07-06 SKYY First Trust ISE Cloud Computing Index Fund 2011-12-21 SMH VanEck Vectors Semiconductor ETF 2013-08-01 KWEB KraneShares CSI China Internet ETF 2013-10-24 FTEC Fidelity MSCI Information Technology Index ETF More...

class	UniverseSelectionModel
	Provides a base class for universe selection models. More...

class	UniverseSelectionModelPythonWrapper
	Provides an implementation of IUniverseSelectionModel that wraps a PyObject object More...

class	USTreasuriesETFUniverse
	Universe Selection Model that adds the following US Treasuries ETFs at their inception date 2002-07-26 IEF iShares 7-10 Year Treasury Bond ETF 2002-07-26 SHY iShares 1-3 Year Treasury Bond ETF 2002-07-26 TLT iShares 20+ Year Treasury Bond ETF 2007-01-11 SHV iShares Short Treasury Bond ETF 2007-01-11 IEI iShares 3-7 Year Treasury Bond ETF 2007-01-11 TLH iShares 10-20 Year Treasury Bond ETF 2007-12-10 EDV Vanguard Ext Duration Treasury ETF 2007-05-30 BIL SPDR Barclays 1-3 Month T-Bill ETF 2007-05-30 SPTL SPDR Portfolio Long Term Treasury ETF 2008-05-01 TBT UltraShort Barclays 20+ Year Treasury 2009-04-16 TMF Direxion Daily 20-Year Treasury Bull 3X 2009-04-16 TMV Direxion Daily 20-Year Treasury Bear 3X 2009-08-20 TBF ProShares Short 20+ Year Treasury 2009-11-23 VGSH Vanguard Short-Term Treasury ETF 2009-11-23 VGIT Vanguard Intermediate-Term Treasury ETF 2009-11-24 VGLT Vanguard Long-Term Treasury ETF 2010-08-06 SCHO Schwab Short-Term U.S. Treasury ETF 2010-08-06 SCHR Schwab Intermediate-Term U.S. Treasury ETF 2011-12-01 SPTS SPDR Portfolio Short Term Treasury ETF 2012-02-24 GOVT iShares U.S. Treasury Bond ETF More...

class	VolatilityETFUniverse
	Universe Selection Model that adds the following Volatility ETFs at their inception date 2010-02-11 SQQQ ProShares UltraPro ShortQQQ 2010-02-11 TQQQ ProShares UltraProQQQ 2010-11-30 TVIX VelocityShares Daily 2x VIX Short Term ETN 2011-01-04 VIXY ProShares VIX Short-Term Futures ETF 2011-05-05 SPLV Invesco S&P 500® Low Volatility ETF 2011-10-04 SVXY ProShares Short VIX Short-Term Futures 2011-10-04 UVXY ProShares Ultra VIX Short-Term Futures 2011-10-20 EEMV iShares Edge MSCI Min Vol Emerging Markets ETF 2011-10-20 EFAV iShares Edge MSCI Min Vol EAFE ETF 2011-10-20 USMV iShares Edge MSCI Min Vol USA ETF More...

Classes