Qlib: AI for Quant Research
Qlib provides a platform for founders in finance and fintech to conduct AI-powered quant research and backtest trading strategies
- •When you need to backtest a trading strategy before deploying it in a live market
- •When you want to analyze and compare the performance of different trading algorithms
- •When you need to integrate machine learning models into your quantitative trading workflow
python scripts/backtest.py -c scripts/config_backend.yaml -m LSTM -d btc
Skip the builder — one click puts this in Claude, Cursor, Antigravity and more.
Installs with a command or two; your AI agent can do it for you.
mkdir -p ~/.claude/skills/qlib && curl -fsSL https://workflowstacks.com/api/skills/qlib/claude-skill -o ~/.claude/skills/qlib/SKILL.mdOpens the app with this repo with the prompt ready to go — no copy-paste needed.
Qlib: AI for Quant Research is a very large Python project (~67k lines across 298 code files, plus 40 test files). Setup is light: installs like a normal app. Reading the code is optional. Last commit a month ago, MIT license, has a test suite.
- 1README.mdStart here — what it does and how to install it
- 2pyproject.tomlDependencies and the commands it exposes
- 3qlib/__init__.pyInside qlib/ — the main logic begins here
- 4examples/README.mdA worked example — copy this to get going
Skip the builder — one click puts this in Claude, Cursor, Antigravity and more.
Installs with a command or two; your AI agent can do it for you.
mkdir -p ~/.claude/skills/qlib && curl -fsSL https://workflowstacks.com/api/skills/qlib/claude-skill -o ~/.claude/skills/qlib/SKILL.mdOpens the app with this repo with the prompt ready to go — no copy-paste needed.
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