Qlib

What it is

An open-source, AI-oriented quantitative investment platform from Microsoft, written in Python. It provides a complete machine learning pipeline covering data processing, model training, and back-testing, and addresses the full chain of quantitative investment, including alpha research. Researchers and practitioners building ML-driven trading strategies will find it useful, and it pairs with the related RD-Agent project for automated factor mining and model optimization. It is a research-oriented framework rather than an out-of-the-box trading product, so users should expect to write code and configure data pipelines themselves.