From fb94f560a48e58e9bc096a944f7daacd0df35480 Mon Sep 17 00:00:00 2001
From: silvavn <37382997+silvavn@users.noreply.github.com>
Date: Thu, 18 Feb 2021 11:38:08 -0800
Subject: [PATCH] Included Eiten

---
 README.md | 1 +
 1 file changed, 1 insertion(+)

diff --git a/README.md b/README.md
index 8b1501e..bb02809 100644
--- a/README.md
+++ b/README.md
@@ -81,6 +81,7 @@ 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.