{"id":725305,"date":"2021-02-10T11:36:33","date_gmt":"2021-02-10T19:36:33","guid":{"rendered":"https:\/\/www.microsoft.com\/en-us\/research\/?post_type=msr-research-item&p=725305"},"modified":"2021-02-10T11:36:33","modified_gmt":"2021-02-10T19:36:33","slug":"qlib-an-ai-oriented-quantitative-investment-platform","status":"publish","type":"msr-research-item","link":"https:\/\/www.microsoft.com\/en-us\/research\/publication\/qlib-an-ai-oriented-quantitative-investment-platform\/","title":{"rendered":"Qlib: An AI-oriented Quantitative Investment Platform."},"content":{"rendered":"
Quantitative investment aims to maximize the return and minimize the risk in a sequential trading period over a set of financial instruments. Recently, inspired by rapid development and great potential of AI technologies in generating remarkable innovation in quantitative investment, there has been increasing adoption of AI-driven workflow for quantitative research and practical investment. In the meantime of enriching the quantitative investment methodology, AI technologies have raised new challenges to the quantitative investment system. Particularly, the new learning paradigms for quantitative investment call for an infrastructure upgrade to accommodate the renovated workflow; moreover, the data-driven nature of AI technologies indeed indicates a requirement of the infrastructure with more powerful performance; additionally, there exist some unique challenges for applying AI technologies to solve different tasks in the financial scenarios. To address these challenges and bridge the gap between AI technologies and quantitative investment, we design and develop Qlib that aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment.<\/p>\n","protected":false},"excerpt":{"rendered":"
Quantitative investment aims to maximize the return and minimize the risk in a sequential trading period over a set of financial instruments. Recently, inspired by rapid development and great potential of AI technologies in generating remarkable innovation in quantitative investment, there has been increasing adoption of AI-driven workflow for quantitative research and practical investment. In […]<\/p>\n","protected":false},"featured_media":0,"template":"","meta":{"msr-url-field":"","msr-podcast-episode":"","msrModifiedDate":"","msrModifiedDateEnabled":false,"ep_exclude_from_search":false,"_classifai_error":"","footnotes":""},"msr-content-type":[3],"msr-research-highlight":[],"research-area":[13556],"msr-publication-type":[193724],"msr-product-type":[],"msr-focus-area":[],"msr-platform":[],"msr-download-source":[],"msr-locale":[268875],"msr-post-option":[],"msr-field-of-study":[246691,249820,252253,246685,252256,250720],"msr-conference":[],"msr-journal":[],"msr-impact-theme":[],"msr-pillar":[],"class_list":["post-725305","msr-research-item","type-msr-research-item","status-publish","hentry","msr-research-area-artificial-intelligence","msr-locale-en_us","msr-field-of-study-computer-science","msr-field-of-study-engineering-management","msr-field-of-study-financial-instrument","msr-field-of-study-machine-learning","msr-field-of-study-upgrade","msr-field-of-study-workflow"],"msr_publishername":"","msr_edition":"","msr_affiliation":"","msr_published_date":"2020-9-21","msr_host":"","msr_duration":"","msr_version":"","msr_speaker":"","msr_other_contributors":"","msr_booktitle":"","msr_pages_string":"","msr_chapter":"","msr_isbn":"","msr_journal":"","msr_volume":"","msr_number":"","msr_editors":"","msr_series":"","msr_issue":"","msr_organization":"","msr_how_published":"arXiv","msr_notes":"","msr_highlight_text":"","msr_release_tracker_id":"","msr_original_fields_of_study":"","msr_download_urls":"","msr_external_url":"","msr_secondary_video_url":"","msr_longbiography":"","msr_microsoftintellectualproperty":1,"msr_main_download":"","msr_publicationurl":"","msr_doi":"","msr_publication_uploader":[{"type":"url","viewUrl":"false","id":"false","title":"https:\/\/arxiv.org\/abs\/2009.11189","label_id":"243109","label":0},{"type":"url","viewUrl":"false","id":"false","title":"https:\/\/arxiv.org\/pdf\/2009.11189.pdf","label_id":"243132","label":0}],"msr_related_uploader":"","msr_attachments":[],"msr-author-ordering":[{"type":"text","value":"Xiao Yang","user_id":0,"rest_url":false},{"type":"user_nicename","value":"Weiqing Liu","user_id":39300,"rest_url":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/microsoft-research\/v1\/researchers?person=Weiqing Liu"},{"type":"user_nicename","value":"Dong Zhou","user_id":38499,"rest_url":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/microsoft-research\/v1\/researchers?person=Dong Zhou"},{"type":"user_nicename","value":"Jiang Bian","user_id":32278,"rest_url":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/microsoft-research\/v1\/researchers?person=Jiang Bian"},{"type":"user_nicename","value":"Tie-Yan Liu","user_id":34431,"rest_url":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/microsoft-research\/v1\/researchers?person=Tie-Yan Liu"}],"msr_impact_theme":[],"msr_research_lab":[],"msr_event":[],"msr_group":[],"msr_project":[746515],"publication":[],"video":[],"download":[745627],"msr_publication_type":"miscellaneous","related_content":{"projects":[{"ID":746515,"post_title":"AI for Finance","post_name":"ai-for-finance","post_type":"msr-project","post_date":"2021-10-26 23:37:22","post_modified":"2022-06-15 00:00:20","post_status":"publish","permalink":"https:\/\/www.microsoft.com\/en-us\/research\/project\/ai-for-finance\/","post_excerpt":"Financial industry has adopted statistical analysis for different tasks for a long time and have accumulated tremendous valuable data. These conditions leave a big potential of AI technologies to empower financial industry. In particular, we start with the intelligent quant investment as our first exploration area. Now we also expand our research on RegTech like anti-money laundry. We mainly focus on several typical challenges \/ research directions in applying AI techniques into Machine learning. 1)…","_links":{"self":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-project\/746515"}]}}]},"_links":{"self":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-research-item\/725305","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-research-item"}],"about":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/types\/msr-research-item"}],"version-history":[{"count":1,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-research-item\/725305\/revisions"}],"predecessor-version":[{"id":725317,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-research-item\/725305\/revisions\/725317"}],"wp:attachment":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/media?parent=725305"}],"wp:term":[{"taxonomy":"msr-content-type","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-content-type?post=725305"},{"taxonomy":"msr-research-highlight","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-research-highlight?post=725305"},{"taxonomy":"msr-research-area","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/research-area?post=725305"},{"taxonomy":"msr-publication-type","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-publication-type?post=725305"},{"taxonomy":"msr-product-type","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-product-type?post=725305"},{"taxonomy":"msr-focus-area","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-focus-area?post=725305"},{"taxonomy":"msr-platform","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-platform?post=725305"},{"taxonomy":"msr-download-source","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-download-source?post=725305"},{"taxonomy":"msr-locale","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-locale?post=725305"},{"taxonomy":"msr-post-option","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-post-option?post=725305"},{"taxonomy":"msr-field-of-study","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-field-of-study?post=725305"},{"taxonomy":"msr-conference","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-conference?post=725305"},{"taxonomy":"msr-journal","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-journal?post=725305"},{"taxonomy":"msr-impact-theme","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-impact-theme?post=725305"},{"taxonomy":"msr-pillar","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-pillar?post=725305"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}