=============================== ``Qlib``: Quantitative Platform =============================== Introduction =================== .. image:: ../_static/img/logo/white_bg_rec+word.png :align: center ``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 try their ideas to create better Quant investment strategies. Framework =================== .. image:: ../_static/img/framework.png :align: center At the module level, Qlib is a platform that consists of above components. The components are designed as loose-coupled modules and each component could be used stand-alone. ======================== ============================================================================== Name Description ======================== ============================================================================== `Infrastructure` layer `Infrastructure` layer provides underlying support for Quant research. `DataServer` provides high-performance infrastructure for users to manage and retrieve raw data. `Trainer` provides flexible interface to control the training process of models which enable algorithms controlling the training process. `Workflow` layer `Workflow` layer covers the whole workflow of quantitative investment. `Information Extractor` extracts data for models. `Forecast Model` focuses on producing all kinds of forecast signals (e.g. _alpha_, risk) for other modules. With these signals `Portfolio Generator` will generate the target portfolio and produce orders to be executed by `Order Executor`. `Interface` layer `Interface` layer tries to present a user-friendly interface for the underlying system. `Analyser` module will provide users detailed analysis reports of forecasting signals, portfolios and execution results ======================== ============================================================================== - The modules with hand-drawn style are under development and will be released in the future. - The modules with dashed borders are highly user-customizable and extendible.