Richard pinged us earlier with Microsoft Qlib and has asked “The Mikes” to investigate. I suspect we’ll see code and Numerairish examples follow. Thought it might be a good idea to also start a user thread where we can centralize questions, answers and insights. For those of us without full-blown HF pipelines can this can check a lot of boxes.
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.
Qlib : An AI-oriented Quantitative Investment Platform (thanks Jrdi):