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QuantLib

QuantLib is a library to train deploy quantised neural networks (QNNs). It was developed on top of the PyTorch deep learning framework.

QuantLib is a component of QuantLab, which also includes organising software to manage machine learning (ML) experiments (systems and manager packages, as well as the main.py façade script).

Installation and usage

Create an Anaconda environment and install quantlib

Use Anaconda or Miniconda to install QuantLab's prerequisites. You can find a quantlab.yml at https://github.com/pulp-platform/quantlab/blob/main/quantlab.yml

$ conda env create -f quantlab.yml

After creating the conda environment, install the quantlib quantisation library in your Anaconda environment:

$ conda activate quantlab
(quantlab) $ cd quantlib
(quantlab) $ python setup.py install
(quantlab) $ cd ..

Usage examples

Notice

Licensing information

quantlib is distributed under the Apache 2.0 license.

In case you are planning to use QuantLab and quantlib in your projects, you might also want to consider the licenses under which the packages on which they depend are distributed:

Authors