Build Your First RAG App with Python + LlamaIndex — Step-by-Step Tutorial (2026)

Build Your First RAG App with Python + LlamaIndex - Step-by-Step Tutorial Large language models know a lot, but they do not know your data. Ask Claude or GPT about your company's internal docs, your research papers, or last quarter's reports and you get confident-sounding nonsense. Fine-tuning is expensive, slow, and overkill for most use cases. RAG - Retrieval-Augmented Generation - is how you fix this. RAG is simple in concept: before the LLM generates an answer, your application retrieves relevant chunks from your own documents and feeds them as context.