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athenara:~$ registry inspect architectures/qlib

● qlib — external

Qlib

Microsoft's AI-oriented quantitative investment platform covering the research workflow from data handling and model training to portfolio construction and backtesting.

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#quant-platform #machine-learning #backtesting #alpha-research #python

added 2026-08-15 · MIT · external

$ git clone https://github.com/microsoft/qlib
qlib
├─ data infrastructure
├─ learning framework
├─ portfolio generation
├─ order execution
└─ backtest

Qlib provides a full quant research stack: a storage and data-handling layer optimized for financial time series, model training with a library of supervised learning and reinforcement learning models, and downstream portfolio generation, order execution, and backtesting. It was introduced to address the infrastructure gap that arises when AI methods are adopted in quantitative investment workflows (arXiv:2009.11189).

Written in Python and released by Microsoft under MIT. Capabilities include quant dataset management, a model zoo, automated quant research, and a reinforcement learning module.

trading [●●●●·] advanced   ai [●●●●·] advanced   programming [●●●··] moderate   setup [●●●··] moderate

authors Microsoft Research, Xiao Yang, Weiqing Liu, Dong Zhou, Jiang Bian, Tie-Yan Liu
origin external
license MIT
markets equities

described in qlib-paper

extended by RD-Agent · vn.py (VeighNa) · AlphaAgent: LLM-Driven Alpha Mining with Regularized Exploration to Counteract Alpha Decay · R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization · TRA: Learning Multiple Stock Trading Patterns with Temporal Routing Adaptor and Optimal Transport · Universal Trading for Order Execution with Oracle Policy Distillation

athenara:~$