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