AthenaraArchitectures / qlib
Qlib
Microsoft's AI-oriented quantitative investment platform covering the research workflow from data handling and model training to portfolio construction and backtesting.
- quant-platform
- machine-learning
- backtesting
- alpha-research
- python
added 2026-08-15 · MIT · external
Use this
$ git clone https://github.com/microsoft/qlibPrerequisites
Details
| authors | Microsoft Research, Xiao Yang, Weiqing Liu, Dong Zhou, Jiang Bian, Tie-Yan Liu |
|---|---|
| origin | external |
| license | MIT |
| components | data infrastructure, learning framework, portfolio generation, order execution, backtest |
| markets | equities |
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.