לכל הquants שביננו - מיקרוסופט שחררה סביבת פיתוח לאסטרטגיות השקעה:
https://github.com/microsoft/qlib
מצטט: "It contains the full ML pipeline of data processing, model training, back-testing; and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution."
https://github.com/microsoft/qlib
מצטט: "It contains the full ML pipeline of data processing, model training, back-testing; and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution."