microsoft/qlib

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.

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New source builds introduce a backward-incompatible safety default: recorder loads are restricted. If you reload saved models/datasets, resume online or delayed training, or use DDG-DA, verify the artifact writer and storage permissions before opting in with trusted=True (CLI: --trusted=True). Fresh in-memory training and supported data-only reads need no opt-in. HIST mappings and high-frequency cache paths also have migration requirements. Follow the artifact loading migration guide before upgrading. Merging into main affects source installs before a new PyPI release; this change remains unre…

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algorithmic-trading auto-quant deep-learning finance fintech investment machine-learning paper platform python quant quant-dataset

microsoft/qlib

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