AI and machine learning · Active

Qlib

Microsoft's AI-oriented quant investment platform for building and testing machine-learning alpha models.

GitHub stars50.2k
Forks7.9k
Last commit2026-11-04
Latest releasev0.9.8 (2026-10-08)
LicenseMIT
LanguagePython
StatusActive

GitHub statistics as of 2026-11-10. Status: active = commits in the last 90 days, slowing = in the last year, inactive = older, archived = read-only.

Overview

Qlib covers the whole research loop for machine-learning stock selection: a fast data layer, feature engineering, a model zoo (gradient boosting, LSTM, transformers and more), portfolio construction and backtesting. Its examples are built mostly around Chinese A-share data.

Best for: Researchers building cross-sectional stock-selection models with machine learning.

Strengths

  • End-to-end ML research workflow
  • Many reference models and benchmarks
  • Backed by Microsoft Research, MIT license

Limitations

  • Equity factor research, not trading execution
  • Default data focuses on China A-shares
  • Needs solid ML background

Comparisons

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All frameworks · Descriptions are our own summary and may lag behind each project's documentation. Check the project's license before using it in a product. Nothing here is investment advice.

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