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GETTING STARTED:

  • Introduction
    • Introduction
    • Framework
  • Quick Start
    • Introduction
    • Installation
    • Prepare Data
    • Auto Quant Research Workflow
    • Custom Model Integration

FIRST STEPS:

  • Installation
    • Qlib Installation
  • Initialization
    • Initialization
      • Parameters
  • Data Retrieval
    • Introduction
    • Examples
    • API
  • Custom Model Integration
    • Introduction
    • Custom Model Class
    • Configuration File
    • Model Testing
    • Reference

COMPONENTS:

  • Estimator: Workflow Management
    • Introduction
    • Complete Example
    • Configuration File
      • Experiment Section
      • Model Section
      • Data Section
      • Trainer Section
      • Strategy Section
      • Backtest Section
      • Qlib Data Section
    • Experiment Result
      • Form of Experimental Result
      • Get Experiment Result
  • Data Layer: Data Framework&Usage
    • Introduction
    • Data Preparation
      • Qlib Format Data
      • Qlib Format Dataset
      • Converting CSV Format into Qlib Format
      • China-Stock Mode & US-Stock Mode
    • Data API
      • Data Retrieval
      • Feature
      • Filter
      • Reference
    • Data Handler
      • Base Class & Interface
      • Usage
      • Example
      • API
    • Cache
      • Global Memory Cache
      • ExpressionCache
      • DatasetCache
    • Data and Cache File Structure
  • Interday Model: Model Training & Prediction
    • Introduction
    • Base Class & Interface
    • Example
    • Custom Model
    • API
  • Interday Strategy: Portfolio Management
    • Introduction
    • Base Class & Interface
      • BaseStrategy
      • WeightStrategyBase
    • Implemented Strategy
      • TopkDropoutStrategy
    • Usage & Example
    • Reference
  • Intraday Trading: Model&Strategy Testing
    • Introduction
    • Example
      • Prediction Score
      • Backtest Result
    • Reference
  • Aanalysis: Evaluation & Results Analysis
    • Introduction
    • Graphical Reports
    • Usage & Example
      • Usage of analysis_position.report
      • Usage of analysis_position.score_ic
      • Usage of analysis_position.risk_analysis
      • Usage of analysis_model.analysis_model_performance

ADVANCED TOPICS:

  • Building Formulaic Alphas
    • Introduction
    • Building Formulaic Alphas in Qlib
      • Example
    • Reference
  • Online & Offline mode
    • Introduction
    • Qlib-Server
    • Reference

REFERENCE:

  • API
    • Data
      • Provider
      • Filter
      • Feature
      • Cache
    • Contrib
      • Data Handler
      • Model
      • Strategy
      • Evaluate
      • Report
  • FAQ
    • Qlib Frequently Asked Questions
      • 1. RuntimeError: An attempt has been made to start a new process before the current process has finished its bootstrapping phase…
      • 2. qlib.data.cache.QlibCacheException: It sees the key(…) of the redis lock has existed in your redis db now.

Change Log:

  • Change Log
    • Version 0.1.0
    • Version 0.1.1
    • Version 0.1.2
    • Version 0.1.3
    • Version 0.2.0
    • Version 0.2.1
    • Version 0.2.2
    • Version 0.2.3
    • Version 0.2.4
    • Version 0.3.0
    • Version 0.3.1
    • Version 0.3.2
    • Version 0.3.3
    • Version 0.3.4
    • Version 0.3.5
    • Version 0.4.0
    • Version 0.4.1
    • Version 0.4.2
    • Version 0.4.3
    • Version 0.4.4
    • Version 0.4.5
    • Version 0.4.6
    • Version 0.5.0
    • Version greater than Version 0.5.0
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