This is a quantitative trading bot alongside Monte Carlo simulations for modeling. The main program automates trades using Python and QuantConnect.

• Dynamic Lookback Period
• Risk Management
• Optimized Entry Conditions

This QuantConnect algorithm implements a dynamic breakout trading strategy for the S&P 500 (SPY) with adaptive lookback periods and trailing stop losses. The strategy adjusts its lookback period based on market volatility and implements risk management through trailing stop orders.