Mastering Microsoft Qlib: From Basics to Advanced AI Quantitative Investment Strategies

Comprehensive Guide to Microsoft Qlib: From Beginner to Advanced Quantitative Investment Strategies What Is Qlib? Microsoft Qlib is an open-source AI-powered quantitative investment platform designed to streamline financial data modeling and strategy development. It provides end-to-end support for machine learning workflows, including data processing, model training, and backtesting. The platform excels in core investment scenarios such as stock alpha factor mining, portfolio optimization, and high-frequency trading. Its latest innovation, RD-Agent, introduces LLM-driven automated factor discovery and model optimization. Why Choose Qlib? Multi-Paradigm Support: Integrates supervised learning, market dynamics modeling, and reinforcement learning Industrial-Grade Design: Modular architecture with loosely coupled components …