microsoft / microsoft/qlib

Design analysis framework

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enhancement
Dominant language
Python
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Forks
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Description

Currently, we provide some functions to help analyse the model predictions and trading strategies.

In the future, we will design a dedicated framework for analysing and reorganize these functions.

Contributor guide

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

The issue names no files, tests, or entry points. Start by locating the existing functions for analysing model predictions and trading strategies, then determine the scope of a dedicated analysis framework and how those functions should be reorganized. Done means the framework design and reorganization are clearly defined and implemented.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
analytics, data, machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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