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Qlib

Python platform for AI-driven quantitative investment research

  • Finance
  • AI models and runtimes
View on GitHub
Website

What it is

Qlib is a Python framework from Microsoft that covers the quant research pipeline: data storage and processing, factor and feature building, model training, backtesting, portfolio optimization, and online serving with automatic model rolling. It ships a zoo of prediction models such as LightGBM, Transformer, TCN, and HIST, plus a reinforcement learning framework for order execution and a point-in-time database. Quant researchers and students use it to test trading ideas on historical stock data and carry working strategies toward production.

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Facts

Stars
49,554 GitHub stars.
49,554

Forks
7,828
Commits
2,070
Contributors
141
Language
Python
License
MIT
Last commit
Oct 8, 2026
On GitHub since
August 2020
First release
September 2020
Platforms
macOS, Windows, Linux, library
Self-hostable
No
Tags
  • reinforcement-learning
  • machine-learning
  • data-science
  • trading
  • time-series
  • investing

Last synced from GitHub on Oct 20, 2026

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What people are saying

Updated Oct 21, 2026
  • Hacker NewsQlib is an AI-oriented quantitative investment platformNov 28, 2021 · 5 points · 0 comments (opens Hacker News in a new tab)
  • Hacker NewsOpen-source AI-oriented quantitative investment platformNov 3, 2023 · 3 points · 0 comments (opens Hacker News in a new tab)
  • Hacker NewsQlib – an AI-oriented quantitative investment platformDec 17, 2020 · 3 points · 0 comments (opens Hacker News in a new tab)
  • Bluesky“Link to Qlib →”Dec 5, 2025 · 1 like · 1 reply (opens Bluesky in a new tab)
  • Bluesky“Quant lib by microsoft”Nov 8, 2025 · 0 likes · 0 replies (opens Bluesky in a new tab)
  • Bluesky“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…”Oct 14, 2025 · 0 likes · 0 replies (opens Bluesky in a new tab)
  • Bluesky“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…”Jul 14, 2025 · 0 likes · 0 replies (opens Bluesky in a new tab)