diff --git a/README.md b/README.md
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+++ b/README.md
@@ -83,6 +83,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [zipline-extensions](https://github.com/quantrocket-llc/zipline-extensions) - Zipline extensions and adapters for QuantRocket.
 - [moonshot](https://github.com/quantrocket-llc/moonshot) - Vectorized backtester and trading engine for QuantRocket based on Pandas.
 - [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.
+- [Eiten](https://github.com/tradytics/eiten) - Algorithmic Investing Strategies for Everyone
 - [riskparity.py](https://github.com/dppalomar/riskparity.py) - fast and scalable design of risk parity portfolios with TensorFlow 2.0
 - [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling)
 - [pyqstrat](https://github.com/abbass2/pyqstrat) - A fast, extensible, transparent python library for backtesting quantitative strategies.