Qlib
Some data may be outdated — see provenance labels.
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. observed · 2026-09-21
Health v2 · maintenance only
66/100
- Activity 95
- Release rhythm 8
- Longevity 100
How is this computed?
round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10) — computed 2026-10-21. Adoption (stars, forks) is never an input.
- gap_med: 235
- age_days: 2258
- days_rel: 431
- days_push: 33
- n_releases_24m: 2
Adoption not part of the score
48694 stars · 7709 forks observed · 2026-09-21
What it is AI-extracted, prompt v1, taxonomy v1, 2026-09-28, confidence 0.97
Qlib is an AI‑oriented quantitative investment platform written in Python. It provides end‑to‑end tools for data preparation, model training, factor mining, and backtesting of trading strategies.
Use cases
- backtest trading strategies on historical market data
- train machine learning models to predict stock prices
- automate factor discovery and selection for quantitative research
- run reinforcement‑learning agents for portfolio optimization
- manage experiment tracking and model versioning in quant workflows
- integrate custom forecasting models into a unified pipeline
When to choose
- You need a comprehensive, Python‑native framework that covers data ingestion, model development, and backtesting in one place.
- Your quant research relies on AI techniques such as supervised learning, RL, or large‑scale factor mining.
- You want built‑in support for daily market data handling, caching, and experiment management.
When to avoid
- You only require a lightweight backtesting library without AI/ML components.
- Your stack is not Python‑based or you need native support for other languages.
- You need a production‑grade trading execution system rather than a research platform.
Facets
library · maturity active
machine-learning data-science etl analytics artificial-intelligence data-science python windows quant algorithmic-trading rl factor-mining stock-data finance linux macos
2 sources
- readme: https://github.com/microsoft/qlib · fetched 2026-09-21 · 418712669441
- homepage: https://qlib.readthedocs.io/en/latest/ · fetched 2026-09-14 · 79acaf8cbf44
Member repositories
| Repository | Role | Health v2 |
|---|---|---|
| microsoft/qlib | main | 66 |
| microsoft/qlib-server | backend | 45 |
For agents
Data as of 2026-10-19T08:05:51.212177+00:00 · Report a problem