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.
agent-sandbox enables easy management of isolated, stateful, singleton workloads, ideal for use cases like AI agent runtimes and reinforcement learning (RL).
Creating realistic RL environments requires collaboration between researchers, engineers, and domain experts across many dimensions: artifacts, environments tools, dynamism of the environment, reproducibility, and more. There is no open source framework for building these environments effectively. Until now.
Daily notes on AI research, especially those on LLMs, VLMs, AI agents and related techniques such as pre-, mid-, post-training, RL, continual learning, test-time scaling, RSI, and more.
High-performance RL post-training infrastructure. Designed to achieve bitwise operator-level train-inference consistency across heterogeneous engines and extreme memory efficiency for GRPO, PPO, etc.
The complete post-training stack for LLMs, plus RL for any problem. SFT, DPO and multi-turn agentic RL, with evolutionary hyperparameter optimization built in.
A simple implementation of the OWL2 RL Profile on top of RDFLib: it expands the graph with all possible triples that OWL RL defines. It can be used together with RDFLib to expand an RDFLib Graph object, or as a stand alone service with its own serialization.
:zap: :zap: Deep RL (PPO) agent that manages a Uniswap V3 concentrated liquidity position, deciding when to hold, collect fees, or rebalance. Trained and validated against real on-chain data
A reproducibility lab for trading AI: published RL and LLM trading claims re-tested under a pre-registered protocol, with a causal benchmark and a live track.