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Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.
Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn
C#/.NET client library for the Binance.com cryptocurrency exchange REST and WebSocket APIs, supporting Spot and Futures trading and market data with strongly typed models.
Real-time HFT bot for Polymarket crypto Up/Down markets combining CLOB order books, Chainlink feeds and multi-exchange prices with TWAP and Black-Scholes probability models; paper mode and backtests.
Building a population of models that trade crypto and mutate iteratively