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| Code of conduct | https://github.com/microsoft/qlib |
| MIT license | https://github.com/microsoft/qlib |
| Security | https://github.com/microsoft/qlib |
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| R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization | https://arxiv.org/abs/2505.15155 |
| https://github.com/microsoft/RD-Agent/ | https://github.com/microsoft/RD-Agent/ |
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| R&D-Agent-Quant | https://arxiv.org/abs/2505.15155 |
| Under review | https://github.com/microsoft/qlib/pull/1863 |
| ♾️RD-Agent | https://github.com/microsoft/RD-Agent |
| Released | https://github.com/microsoft/qlib/pull/1414/ |
| Released | https://github.com/microsoft/qlib/releases/tag/v0.9.0 |
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| #1322 | https://github.com/microsoft/qlib/pull/1322 |
| #1316 | https://github.com/microsoft/qlib/pull/1316 |
| #1299 | https://github.com/microsoft/qlib/pull/1299 |
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| #1125 | https://github.com/microsoft/qlib/pull/1125 |
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| notebook tutorial | https://github.com/microsoft/qlib/tree/main/examples/tutorial |
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| Example | https://github.com/microsoft/qlib/blob/main/examples/nested_decision_execution/workflow.py |
| Doc | https://qlib.readthedocs.io/en/latest/component/highfreq.html |
| Released | https://github.com/microsoft/qlib/pull/531 |
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| Released | https://github.com/microsoft/qlib/releases/tag/v0.7.0 |
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| Released | https://github.com/microsoft/qlib/pull/205 |
| https://github.com/microsoft/qlib/blob/main/docs/_static/img/logo/1.png |
| "Qlib: An AI-oriented Quantitative Investment Platform" | https://arxiv.org/abs/2009.11189 |
| Plans | https://github.com/microsoft/qlib#plans |
| Framework of Qlib | https://github.com/microsoft/qlib#framework-of-qlib |
| Quick Start | https://github.com/microsoft/qlib#quick-start |
| Installation | https://github.com/microsoft/qlib#installation |
| Data Preparation | https://github.com/microsoft/qlib#data-preparation |
| Auto Quant Research Workflow | https://github.com/microsoft/qlib#auto-quant-research-workflow |
| Building Customized Quant Research Workflow by Code | https://github.com/microsoft/qlib#building-customized-quant-research-workflow-by-code |
| Quant Dataset Zoo | https://github.com/microsoft/qlib#quant-dataset-zoo |
| Learning Framework | https://github.com/microsoft/qlib#learning-framework |
| More About Qlib | https://github.com/microsoft/qlib#more-about-qlib |
| Offline Mode and Online Mode | https://github.com/microsoft/qlib#offline-mode-and-online-mode |
| Performance of Qlib Data Server | https://github.com/microsoft/qlib#performance-of-qlib-data-server |
| Related Reports | https://github.com/microsoft/qlib#related-reports |
| Contact Us | https://github.com/microsoft/qlib#contact-us |
| Contributing | https://github.com/microsoft/qlib#contributing |
| Main Challenges & Solutions in Quant Research | https://github.com/microsoft/qlib#main-challenges--solutions-in-quant-research |
| Forecasting: Finding Valuable Signals/Patterns | https://github.com/microsoft/qlib#forecasting-finding-valuable-signalspatterns |
| Quant Model (Paper) Zoo | https://github.com/microsoft/qlib#quant-model-paper-zoo |
| Run a Single Model | https://github.com/microsoft/qlib#run-a-single-model |
| Run Multiple Models | https://github.com/microsoft/qlib#run-multiple-models |
| Adapting to Market Dynamics | https://github.com/microsoft/qlib#adapting-to-market-dynamics |
| Reinforcement Learning: modeling continuous decisions | https://github.com/microsoft/qlib#reinforcement-learning-modeling-continuous-decisions |
| https://github.com/microsoft/qlib#plans |
| https://github.com/microsoft/qlib#framework-of-qlib |
| https://github.com/microsoft/qlib/blob/main/docs/_static/img/framework-abstract.jpg |
| detailed framework | https://qlib.readthedocs.io/en/latest/introduction/introduction.html#framework |
| Data | https://qlib.readthedocs.io/en/latest/component/data.html |
| reinforcement learning | https://qlib.readthedocs.io/en/latest/component/rl.html |
| supervised learning | https://qlib.readthedocs.io/en/latest/component/workflow.html#model-section |
| market dynamic modeling | https://qlib.readthedocs.io/en/latest/component/meta.html |
| trading strategies | https://qlib.readthedocs.io/en/latest/component/strategy.html |
| nested to be optimized and run together | https://qlib.readthedocs.io/en/latest/component/highfreq.html |
| analysis | https://qlib.readthedocs.io/en/latest/component/report.html |
| served online | https://qlib.readthedocs.io/en/latest/component/online.html |
| https://github.com/microsoft/qlib#quick-start |
| demo | https://terminalizer.com/view/3f24561a4470 |
| instruction | https://github.com/microsoft/qlib#data-preparation |
| https://github.com/microsoft/qlib#installation |
| https://github.com/microsoft/qlib#install-with-pip |
| https://github.com/microsoft/qlib#install-from-source |
| CI workflow | https://github.com/microsoft/qlib/blob/main/.github/workflows/test_qlib_from_source.yml |
| https://github.com/microsoft/qlib#data-preparation |
| this data source | https://github.com/chenditc/investment_data/releases |
| https://github.com/microsoft/qlib#get-with-module |
| https://github.com/microsoft/qlib#get-from-source |
| crawler scripts | https://github.com/microsoft/qlib/blob/main/scripts/data_collector |
| Description of dataset | https://github.com/microsoft/qlib/tree/main/scripts/data_collector#description-of-dataset |
| Yahoo Finance | https://finance.yahoo.com/lookup |
| related document | https://qlib.readthedocs.io/en/latest/component/data.html#converting-csv-format-into-qlib-format |
| https://github.com/microsoft/qlib#automatic-update-of-daily-frequency-data-from-yahoo-finance |
| yahoo collector | https://github.com/microsoft/qlib/tree/main/scripts/data_collector/yahoo#automatic-update-of-daily-frequency-datafrom-yahoo-finance |
| yahoo collector | https://github.com/microsoft/qlib/tree/main/scripts/data_collector/yahoo#automatic-update-of-daily-frequency-datafrom-yahoo-finance |
| https://github.com/microsoft/qlib#checking-the-health-of-the-data |
| documentation | https://qlib.readthedocs.io/en/latest/component/data.html#checking-the-health-of-the-data |
| https://github.com/microsoft/qlib#docker-images |
| documentation | https://qlib.readthedocs.io/en/latest/developer/how_to_build_image.html |
| https://github.com/microsoft/qlib#auto-quant-research-workflow |
| workflow_config_lightgbm_Alpha158.yaml | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml |
| docs | https://qlib.readthedocs.io/en/latest/component/strategy.html#result |
| workflow | https://qlib.readthedocs.io/en/latest/component/workflow.html |
| https://github.com/microsoft/qlib/blob/main/docs/_static/img/analysis/analysis_model_cumulative_return.png |
| https://github.com/microsoft/qlib/blob/main/docs/_static/img/analysis/analysis_model_long_short.png |
| https://github.com/microsoft/qlib/blob/main/docs/_static/img/analysis/analysis_model_IC.png |
| https://github.com/microsoft/qlib/blob/main/docs/_static/img/analysis/analysis_model_monthly_IC.png |
| https://github.com/microsoft/qlib/blob/main/docs/_static/img/analysis/analysis_model_NDQ.png |
| https://github.com/microsoft/qlib/blob/main/docs/_static/img/analysis/analysis_model_auto_correlation.png |
| https://github.com/microsoft/qlib/blob/main/docs/_static/img/analysis/report.png |
| Explanation | https://qlib.readthedocs.io/en/latest/component/report.html |
| https://github.com/microsoft/qlib#building-customized-quant-research-workflow-by-code |
| Here | https://github.com/microsoft/qlib/blob/main/examples/workflow_by_code.ipynb |
| https://github.com/microsoft/qlib#main-challenges--solutions-in-quant-research |
| https://github.com/microsoft/qlib#forecasting-finding-valuable-signalspatterns |
| Quant Model (Paper) Zoo | https://github.com/microsoft/qlib/blob/main/examples/benchmarks |
| https://github.com/microsoft/qlib#quant-model-paper-zoo |
| GBDT based on XGBoost (Tianqi Chen, et al. KDD 2016) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/XGBoost |
| GBDT based on LightGBM (Guolin Ke, et al. NIPS 2017) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/LightGBM |
| GBDT based on Catboost (Liudmila Prokhorenkova, et al. NIPS 2018) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/CatBoost |
| MLP based on pytorch | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/MLP |
| LSTM based on pytorch (Sepp Hochreiter, et al. Neural computation 1997) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/LSTM |
| GRU based on pytorch (Kyunghyun Cho, et al. 2014) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/GRU |
| ALSTM based on pytorch (Yao Qin, et al. IJCAI 2017) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/ALSTM |
| GATs based on pytorch (Petar Velickovic, et al. 2017) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/GATs |
| SFM based on pytorch (Liheng Zhang, et al. KDD 2017) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/SFM |
| TFT based on tensorflow (Bryan Lim, et al. International Journal of Forecasting 2019) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/TFT |
| TabNet based on pytorch (Sercan O. Arik, et al. AAAI 2019) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/TabNet |
| DoubleEnsemble based on LightGBM (Chuheng Zhang, et al. ICDM 2020) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/DoubleEnsemble |
| TCTS based on pytorch (Xueqing Wu, et al. ICML 2021) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/TCTS |
| Transformer based on pytorch (Ashish Vaswani, et al. NeurIPS 2017) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/Transformer |
| Localformer based on pytorch (Juyong Jiang, et al.) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/Localformer |
| TRA based on pytorch (Hengxu, Dong, et al. KDD 2021) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/TRA |
| TCN based on pytorch (Shaojie Bai, et al. 2018) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/TCN |
| ADARNN based on pytorch (YunTao Du, et al. 2021) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/ADARNN |
| ADD based on pytorch (Hongshun Tang, et al.2020) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/ADD |
| IGMTF based on pytorch (Wentao Xu, et al.2021) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/IGMTF |
| HIST based on pytorch (Wentao Xu, et al.2021) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/HIST |
| KRNN based on pytorch | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/KRNN |
| Sandwich based on pytorch | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/Sandwich |
| here | https://github.com/microsoft/qlib/blob/main/examples/benchmarks/README.md |
| https://github.com/microsoft/qlib#run-a-single-model |
| benchmarks | https://github.com/microsoft/qlib/blob/main/examples/benchmarks |
| one | https://github.com/microsoft/qlib/blob/main/examples/workflow_by_code.py |
| run_all_model.py | https://github.com/microsoft/qlib/blob/main/examples/run_all_model.py |
| benchmarks | https://github.com/microsoft/qlib/blob/main/examples/benchmarks |
| docstrings | https://github.com/microsoft/qlib/blob/main/examples/run_all_model.py |
| https://github.com/microsoft/qlib#run-multiple-models |
| run_all_model.py | https://github.com/microsoft/qlib/blob/main/examples/run_all_model.py |
| docstrings | https://github.com/microsoft/qlib/blob/main/examples/run_all_model.py |
| https://github.com/microsoft/qlib#break-change |
| Adapting to Market Dynamics | https://github.com/microsoft/qlib/blob/main/examples/benchmarks_dynamic |
| https://github.com/microsoft/qlib#adapting-to-market-dynamics |
| Rolling Retraining | https://github.com/microsoft/qlib/blob/main/examples/benchmarks_dynamic/baseline |
| DDG-DA on pytorch (Wendi, et al. AAAI 2022) | https://github.com/microsoft/qlib/blob/main/examples/benchmarks_dynamic/DDG-DA |
| https://github.com/microsoft/qlib#reinforcement-learning-modeling-continuous-decisions |
| RL for order execution | https://github.com/microsoft/qlib/blob/main/examples/rl_order_execution |
| https://github.com/microsoft/qlib#rl-for-order-execution |
| Here | https://qlib.readthedocs.io/en/latest/component/rl/overall.html#order-execution |
| here | https://github.com/microsoft/qlib/blob/main/examples/rl_order_execution |
| TWAP | https://github.com/microsoft/qlib/blob/main/examples/rl_order_execution/exp_configs/backtest_twap.yml |
| PPO: "An End-to-End Optimal Trade Execution Framework based on Proximal Policy Optimization", IJCAL 2020 | https://github.com/microsoft/qlib/blob/main/examples/rl_order_execution/exp_configs/backtest_ppo.yml |
| OPDS: "Universal Trading for Order Execution with Oracle Policy Distillation", AAAI 2021 | https://github.com/microsoft/qlib/blob/main/examples/rl_order_execution/exp_configs/backtest_opds.yml |
| https://github.com/microsoft/qlib#quant-dataset-zoo |
| Alpha360 | https://github.com/microsoft/qlib/blob/main/qlib/contrib/data/handler.py |
| Alpha158 | https://github.com/microsoft/qlib/blob/main/qlib/contrib/data/handler.py |
| Here | https://qlib.readthedocs.io/en/latest/advanced/alpha.html |
| https://github.com/microsoft/qlib#learning-framework |
| here | https://qlib.readthedocs.io/en/latest/component/model.html |
| here | https://qlib.readthedocs.io/en/latest/component/rl.html |
| https://github.com/microsoft/qlib#more-about-qlib |
| here | https://github.com/microsoft/qlib/blob/main/examples/tutorial |
| docs | https://github.com/microsoft/qlib/blob/main/docs |
| Sphinx | http://www.sphinx-doc.org |
| latest document | http://qlib.readthedocs.io/ |
| github project | https://github.com/microsoft/qlib/projects/1 |
| https://github.com/microsoft/qlib#offline-mode-and-online-mode |
| Qlib-Server | https://qlib-server.readthedocs.io/ |
| Azure CLI based scripts | https://qlib-server.readthedocs.io/en/latest/build.html#one-click-deployment-in-azure |
| Qlib-Server repository | https://github.com/microsoft/qlib-server |
| https://github.com/microsoft/qlib#performance-of-qlib-data-server |
| https://github.com/microsoft/qlib#related-reports |
| Guide To Qlib: Microsoft’s AI Investment Platform | https://analyticsindiamag.com/qlib/ |
| 微软也搞AI量化平台?还是开源的! | https://mp.weixin.qq.com/s/47bP5YwxfTp2uTHjUBzJQQ |
| 微矿Qlib:业内首个AI量化投资开源平台 | https://mp.weixin.qq.com/s/vsJv7lsgjEi-ALYUz4CvtQ |
| https://github.com/microsoft/qlib#contact-us |
| here | https://github.com/microsoft/qlib/issues/new/choose |
| gitter | https://gitter.im/Microsoft/qlib |
| create pull requests | https://github.com/microsoft/qlib/compare |
| Gitter | https://gitter.im/Microsoft/qlib |
| https://github.com/microsoft/qlib/blob/main/docs/_static/img/qrcode/gitter_qr.png |
| https://github.com/microsoft/qlib#contributing |
| https://github.com/microsoft/qlib/graphs/contributors |
| Dong Zhou | https://github.com/evanzd/evanzd |
| Dong Zhou | https://github.com/evanzd/evanzd |
| https://github.com/microsoft/qlib#guidance |
| code standards and development guidance | https://github.com/microsoft/qlib/blob/main/docs/developer/code_standard_and_dev_guide.rst |
| issues list | https://github.com/microsoft/qlib/issues |
| gitter | https://gitter.im/Microsoft/qlib |
| https://github.com/demon143/qlib/blob/main/docs/_static/img/change%20doc.gif |
| Answer a question | https://github.com/microsoft/qlib/issues/749 |
| issuing | https://github.com/microsoft/qlib/issues/765 |
| fixing | https://github.com/microsoft/qlib/pull/792 |
| Improve docs quality | https://github.com/microsoft/qlib/pull/797/files |
| Fix a typo | https://github.com/microsoft/qlib/pull/774 |
| requested feature | https://github.com/microsoft/qlib/projects |
| this | https://github.com/microsoft/qlib/pull/754 |
| Refactor interfaces | https://github.com/microsoft/qlib/pull/539/files |
| Add a dataset | https://github.com/microsoft/qlib/pull/733 |
| Implement a new model | https://github.com/microsoft/qlib/pull/689 |
| some instructions to contribute models | https://github.com/microsoft/qlib/tree/main/examples/benchmarks#contributing |
| Good first issues | https://github.com/microsoft/qlib/labels/good%20first%20issue |
| https://github.com/microsoft/qlib#license |
| https://cla.opensource.microsoft.com | https://cla.opensource.microsoft.com |
| Microsoft Open Source Code of Conduct | https://opensource.microsoft.com/codeofconduct/ |
| Code of Conduct FAQ | https://opensource.microsoft.com/codeofconduct/faq/ |
| https://github.com/microsoft/RD-Agent | https://github.com/microsoft/RD-Agent |
| qlib.readthedocs.io/en/latest/ | https://qlib.readthedocs.io/en/latest/ |
|
python
| https://github.com/topics/python |
|
platform
| https://github.com/topics/platform |
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finance
| https://github.com/topics/finance |
|
machine-learning
| https://github.com/topics/machine-learning |
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research
| https://github.com/topics/research |
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deep-learning
| https://github.com/topics/deep-learning |
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paper
| https://github.com/topics/paper |
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fintech
| https://github.com/topics/fintech |
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quant
| https://github.com/topics/quant |
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quantitative-finance
| https://github.com/topics/quantitative-finance |
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investment
| https://github.com/topics/investment |
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stock-data
| https://github.com/topics/stock-data |
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algorithmic-trading
| https://github.com/topics/algorithmic-trading |
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research-paper
| https://github.com/topics/research-paper |
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quantitative-trading
| https://github.com/topics/quantitative-trading |
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quant-dataset
| https://github.com/topics/quant-dataset |
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quant-models
| https://github.com/topics/quant-models |
|
auto-quant
| https://github.com/topics/auto-quant |
|
Readme
| https://github.com/microsoft/qlib#readme-ov-file |
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MIT license
| https://github.com/microsoft/qlib#MIT-1-ov-file |
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Code of conduct
| https://github.com/microsoft/qlib#coc-ov-file |
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Security policy
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v0.9.7 🌈
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| https://github.com/microsoft/qlib/releases/tag/v0.9.7 |
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