This episode introduces Qlib, an AI-oriented quantitative investment platform developed by Microsoft, designed to empower quantitative research from ideation to production. It supports various machine learning paradigms, including supervised learning, market dynamics modeling, and reinforcement learning, and integrates with RD-Agent for automated R&D processes like factor mining and model optimization. The platform provides a full ML pipeline covering data processing, model training, and back-testing, and addresses key challenges in quantitative investment such as forecasting and adapting to market dynamics. Additionally, the source details installation methods, data preparation, workflow automation, and offers a "Quant Model Zoo" of various machine learning models