=============================== ``Qlib``: Quantitative Library =============================== Introduction =================== ``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. With ``Qlib``, users can easily apply their favorite model to create better Quant investment strategy. Framework ================== .. image:: ../_static/img/framework.png :alt: Framework At module level, ``Qlib`` is a platform that consists of the above components. Each components is loose-coupling and can be used stand-alone. ====================== ======================================================================== Name Description ====================== ======================================================================== `Data layer` `DataServer` focus on providing high performance infrastructure for user to retrieve and get raw data. `DataEnhancement` will preprocess the data and provide the best dataset to be fed in to the models. `Interday Model` `Interday model` focus on producing forecasting signals(aka. `alpha`). Models are trained by `Model Creator` and managed by `Model Manager`. User could choose one or multiple models for forecasting. Multiple models could be combined with `Ensemble` module. `Interday Strategy` `Portfolio Generator` will take forecasting signals as input and output the orders based on current position to achieve target portfolio. `Intraday Trading` `Order Executor` is responsible for executing orders output by `Interday Strategy` and returning the executed results. `Analysis` User could get detailed analysis report of forecasting signal and portfolio in this part. ====================== ======================================================================== - The modules with hand-drawn style is under development and will be released in the future. - The modules with dashed border is highly user-customizable and extendible.