Qlib
Qlib is a Python framework that helps quant researchers build and test AI-driven investment models.
What it is good for
- Testing stock trading ideas with machine learning models
- Backtesting investment strategies on historical market data
- Automating factor mining and model tuning for quant research
- Building a full research pipeline from data to trade execution
At a glance
- Who it is for
- Setup
- Requires programming
Level 5 of 5. You need to write code to use it.
- Cost
- Free and open source
- Type
- Framework or SDK
- Tasks
- Works with
- RD-Agent
Momentum
- Rank this week
- Not ranked yet
- Best rank
- None yet
- GitHub stars
- 49,930
GitHub numbers as of Nov 2, 2026. Updated weekly.
Official links
Setup steps are on the official pages. We do not repeat them here, since they change.
Questions
- Is Qlib free?
- Yes. It is free and open source (MIT license).
- Do I need to know how to code to use Qlib?
- Yes. You need to write code to use it.
- What does Qlib work with?
- According to its own documentation, it works with RD-Agent.
- What is Qlib good for?
- Testing stock trading ideas with machine learning models, backtesting investment strategies on historical market data, automating factor mining and model tuning for quant research, and building a full research pipeline from data to trade execution.
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