Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
get_module_by_module_path
to support pickle module loaded from arbitrage source file @evanzd (#431)freq
params to dataloader @you-n-g (#234)evaluate.py
@you-n-g (#177)Add AI baselines
Fix and move to version 0.6.0 @Derek-Wds (#73)
Help to PR @you-n-g (#72)
refine docs @you-n-g (#71)
Fix ops bug & add raise comments of Skew Kurt @bxdd (#70)
Add download qlib_data docs @zhupr (#69)
Refactor collector @zhupr (#68)
Fix re about provider_uri & Fix 'exit not defined' error in ipython @bxdd (#67)
Add RiskModel and Portfolio Module @evanzd (#60)
Support csi100 data collection && Fix data collector @zhupr (#57)
Qlib
in the repository directory @bxddQlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.