Qlib

Qlib is a research platform for testing quantitative ideas with data pipelines, machine-learning models, factors, portfolios, and backtests. It suits work that needs a repeatable path from raw data to a portfolio experiment.

quant factor researchmachine learningstrategy backtestingportfolio research
GitHub Stars46,868
Primary languagePython
LicenseMIT
Official repositoryOpen GitHub ↗

Is it a fit?

The quick decision view, grounded in the ranking data and verification record.

Best for

Quant researchers building factors, machine-learning models, portfolios, and research backtests in one workflow.

Not ideal for

Anyone whose first requirement is paper or live trading, which official sources do not confirm.

Tested status

Passed at least one reproducible local task test

Setup difficulty

Medium

Last verified

2026-07-31

Closest alternative

FinRL

What it can do

Research and testing

Strategy backtesting
Yes
LLM or agent based
No

Trading

Paper trading
Not confirmed
Automated trading
Not confirmed

Getting started

API key required to start
No
Registration required to start
No
Self-hostable
Yes

Capabilities shown as Yes or No come from the official project source. Unconfirmed fields remain “Not confirmed”.

Related task rankings

The same tool can rank differently for different jobs.