Qlib 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.
Home <self>
Introduction <introduction/introduction.rst> Quick Start <introduction/quick.rst>
Installation <start/installation.rst> Initialization <start/initialization.rst> Data Retrieval <start/getdata.rst> Custom Model Integration <start/integration.rst>
Workflow: Workflow Management <component/workflow.rst> Data Layer: Data Framework & Usage <component/data.rst> Forecast Model: Model Training & Prediction <component/model.rst> Portfolio Management and Backtest <component/strategy.rst> Nested Decision Execution: High-Frequency Trading <component/highfreq.rst> Meta Controller: Meta-Task & Meta-Dataset & Meta-Model <component/meta.rst> Qlib Recorder: Experiment Management <component/recorder.rst> Analysis: Evaluation & Results Analysis <component/report.rst> Online Serving: Online Management & Strategy & Tool <component/online.rst>
Building Formulaic Alphas <advanced/alpha.rst> Online & Offline mode <advanced/server.rst> Serialization <advanced/serial.rst> Task Management <advanced/task_management.rst> Point-In-Time database <advanced/PIT.rst>
API <reference/api.rst>
FAQ <FAQ/FAQ.rst>
Change Log <changelog/changelog.rst>