Qlib

Latest release v0.9.8 on Oct 8, 2026. Repository created Aug 14, 2020.

What it is

Qlib covers the full quant workflow: a fast data store, feature engineering, a model zoo of ML baselines, portfolio construction and backtesting. It is the substrate that RD-Agent's finance scenario builds on and a frequent reference implementation in academic papers.

In the maintainers' words: “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.”