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.
Appears on
Quick read
Latest capture 2026-08-15 03:03
0 paths
Agent instructions and tool configuration found in this repository.
No config files detected.
7 observed captures since 2026-05-25. Observed captures are shown by default.
Stars from first capture +3931
Observed captures only
All tracked data
Observed snapshots
Observed snapshots
Nearest indexed repositories by embedding similarity.
fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!
Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.
Agent-driven alpha factory — LLM autonomously designs, backtests, and submits factors to WorldQuant BRAIN
QTPyLib, Pythonic Algorithmic Trading
Systematic options trading intelligence for small accounts. Create desks in your portfolio, allocate capital and risk appetite at Desk Level. Every trade generated by system is specific for the desk keeping in mind capital allocation, risk limits, position sizing
A program for financial portfolio management, analysis and optimisation.
