qlib

Why we included this project

Qlib covers the whole quant research loop in one codebase: pulling and cleaning market data, engineering features, training models across supervised learning, market dynamics modeling, and reinforcement learning, then backtesting and analyzing portfolios. That's the appeal for quants and researchers who want to take an idea from notebook to production without wiring together a half-dozen separate tools. It also integrates with Microsoft's RD-Agent, an LLM-driven layer that automates factor mining and model optimization, so you can explore a much wider space of strategies than you could by hand. The project ships with public datasets and reproducible benchmarks, which makes it practical to validate a workflow before pointing it at proprietary market data.