GitHub
github.com › microsoft › qlib
GitHub - microsoft/qlib: Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process. · GitHub
Qlib is an open-source, AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions.
Starred by 46.1K users
Forked by 7.3K users
Languages Python
Readthedocs
qlib.readthedocs.io
Qlib Documentation — QLib 0.9.8.dev11 documentation
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment.
Anybody use qlib?
This is not the way. Successful teams of 10-20 exist, they become proficieint at the foundations first. They don't naively jump on the latest hype cycle without understanding how to apply it. Also I can see data leaks in the models code. More on reddit.com
QuantLib - Practical Applications
I'd go for my "A QuantLib Guide". It's at https://www.quantlibguide.com/ and it's relatively new (I published it last month) so I'll be grateful for any feedback. More on reddit.com
Double Ensemble Model
For a python implementation, unfortunately the creators didn't share the code, but qlib has an implementation that will require some reverse engineering as it's built with their lib in mind.
More on reddit.comWhat architecture do you use for your live bots?
I build a python class and put that bitch in a while loop. Then I lose money. More on reddit.com
Videos
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Reddit
reddit.com › r/quant › microsoft's qlib
r/quant on Reddit: Microsoft's Qlib
March 10, 2024 -
Any thoughts on the Microsoft's Qlib library? Is it used by professionnals in the industry and is it any useful? In big shops? In small props?
"Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment."
Source: Official Docs
Top answer 1 of 5
18
I’ve worked for two buy-side quant firms and I’ve never heard of it.
2 of 5
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Just be wary of any library's assumptions. For example, market impact is simplified to (Q/V)2 - exchange.py:892 . This seems inconsistent with most literature published on transaction costs (e.g., Almgren-Chriss square-root). If you end up using this library, but want to change to a more advanced model that considers things like bid-ask spread, temporary vs. permanent impact, percent-of-volume, or Obizhaeva-Wang order book replenishment, you'll end up rewriting most of their execution code. Now you'll need to think about all the other assumptions this library makes for risk, portfolio management, modeling, etc., and modify all that. That's a lot to verify and change. Feels like it's too simplified to be deployed out-of-the-box, but too complicated to meaningfully customize. Not surprised by the lack of adoption.
arXiv
arxiv.org › abs › 2009.11189
[2009.11189] Qlib: An AI-oriented Quantitative Investment Platform
September 22, 2020 - Particularly, the new learning ... these challenges and bridge the gap between AI technologies and quantitative investment, we design and develop Qlib that aims to realize the potential, empower the research, and create the value of AI technologies in quantitative ...
Qlab
qlab.github.io › qLib
qLib by qLab
qLib is a procedural digital asset library for SideFX's Houdini. It is a collection of tools designed to work in accordance with Houdini's native toolset.
Zhihu
zhuanlan.zhihu.com › p › 645247150
Qlib学习分析(一):Qlib的简介
July 30, 2023 - 知乎,让每一次点击都充满意义 —— 欢迎来到知乎,发现问题背后的世界。
Microsoft
microsoft.com › home › qlib: an ai-oriented quantitative investment platform.
Qlib: An AI-oriented Quantitative Investment Platform. - Microsoft Research
September 21, 2020 - Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment.
SourceForge
sourceforge.net › projects › qlib.mirror
Qlib download | SourceForge.net
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment.
Readthedocs
qlib.readthedocs.io › en › v0.8.5 › introduction › introduction.html
Qlib: Quantitative Platform — QLib 0.8.4.99 documentation
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment.
Readthedocs
qlib.readthedocs.io › en › latest › introduction › introduction.html
Qlib: Quantitative Platform — QLib 0.9.8.dev11 documentation
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment.
Readthedocs
qlib.readthedocs.io › en › latest › reference › api.html
API Reference — QLib 0.9.8.dev11 documentation
Here you can find all Qlib interfaces.
Vadim
vadim.blog › qlib-ai-quant-workflow-pytorch-mlp
Powering Quant Finance with Qlib’s PyTorch MLP on Alpha360 | Vadim's blog
December 22, 2024 - Qlib is an AI-oriented, open-source platform from Microsoft that simplifies the entire quantitative finance process. By leveraging PyTorch, Qlib can seamlessly integrate modern neural networks—like Multi-Layer Perceptrons (MLPs)—to process ...
Spotify
open.spotify.com › episode › 34sCwyPwIWdw4Kj6bzQfUT
Qlib: AI-Oriented Quant Investment Platform
November 2, 2025 - Spotify is a digital music service that gives you access to millions of songs.
Readthedocs
qlib.readthedocs.io › en › latest › component › rl › overall.html
Reinforcement Learning in Quantitative Trading — QLib 0.9.8.dev11 documentation
The Qlib Reinforcement Learning toolkit (QlibRL) is an RL platform for quantitative investment, which provides support to implement the RL algorithms in Qlib.
YouTube
youtube.com › shorts › 3_llygJUSfQ
Microsoft Qlib hits 40000 Stars #Shorts
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