site updated

docs/index.html

@@ -173,7 +173,7 @@ ul.task-list li input[type="checkbox"] {
     <div>
     <div class="quarto-title-meta-heading">Modified</div>
     <div class="quarto-title-meta-contents">
-      <p class="date-modified">August 14, 2023</p>
+      <p class="date-modified">September 21, 2023</p>
     </div>
   </div>
     
@@ -229,6 +229,8 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/bbcho/finoptions-dev">finoptions</a> - Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.</li>
 <li><a href="https://github.com/ymyke/pypme">pypme</a> - PME (Public Market Equivalent) calculation.</li>
 <li><a href="https://github.com/yellowbean/AbsBox">AbsBox</a> - A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).</li>
+<li><a href="https://github.com/akashaero/Intrinsic-Value-Calculator">Intrinsic-Value-Calculator</a> - A Python tool for quick calculations of a stock’s fair value using Discounted Cash Flow analysis.</li>
+<li><a href="https://github.com/deltaray-io/kelly-criterion">Kelly-Criterion</a> - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr’s formula.</li>
 </ul>
 </section>
 <section id="indicators" class="level3">
@@ -243,6 +245,7 @@ ul.task-list li input[type="checkbox"] {
 <section id="trading-backtesting" class="level3">
 <h3 class="anchored" data-anchor-id="trading-backtesting">Trading &amp; Backtesting</h3>
 <ul>
+<li><a href="https://github.com/mhallsmoore/qstrader">QSTrader</a> - QSTrader backtesting simulation engine.</li>
 <li><a href="https://github.com/Blankly-Finance/Blankly">Blankly</a> - Fully integrated backtesting, paper trading, and live deployment.</li>
 <li><a href="https://github.com/mrjbq7/ta-lib">TA-Lib</a> - Python wrapper for TA-Lib (<a href="http://ta-lib.org/" class="uri">http://ta-lib.org/</a>).</li>
 <li><a href="https://github.com/quantopian/zipline">zipline</a> - Pythonic algorithmic trading library.</li>
@@ -318,7 +321,7 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://pypi.org/project/finance/">finance</a> - Financial Risk Calculations. Optimized for ease of use through class construction and operator overload.</li>
 <li><a href="https://pypi.org/project/qfrm/">qfrm</a> - Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios.</li>
 <li><a href="https://github.com/benjaminmgross/visualize-wealth">visualize-wealth</a> - Portfolio construction and quantitative analysis.</li>
-<li><a href="https://github.com/wegamekinglc/VisualPortfolio">VisualPortfolio</a> - This tool is used to visualize the perfomance of a portfolio.</li>
+<li><a href="https://github.com/wegamekinglc/VisualPortfolio">VisualPortfolio</a> - This tool is used to visualize the performance of a portfolio.</li>
 <li><a href="https://github.com/Marigold/universal-portfolios">universal-portfolios</a> - Collection of algorithms for online portfolio selection.</li>
 <li><a href="https://github.com/fmilthaler/FinQuant">FinQuant</a> - A program for financial portfolio management, analysis and optimisation.</li>
 <li><a href="https://github.com/ssantoshp/Empyrial">Empyrial</a> - Portfolio’s risk and performance analytics and returns predictions.</li>
@@ -674,6 +677,7 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/enthought/pyql">PyQL</a> - Python port.</li>
 <li><a href="https://github.com/pazzo83/QuantLib.jl">QuantLib.jl</a> - Julia port.</li>
 <li><a href="https://quantlib-python-docs.readthedocs.io/">QuantLib-Python Documentation</a> - Documentation for the Python bindings for the QuantLib library</li>
+<li><a href="https://github.com/auto-differentiation/quantlib-xad">QuantLib with Automatic Differention enabled</a> - Integration of Automatic Differentiation with the QuantLib library</li>
 </ul></li>
 <li><a href="https://ta-lib.org">TA-Lib</a> - perform technical analysis of financial market data.
 <ul>

docs/site_libs/datatables-binding-0.29/datatables.js

@@ -2,7 +2,7 @@
 
 // some helper functions: using a global object DTWidget so that it can be used
 // in JS() code, e.g. datatable(options = list(foo = JS('code'))); unlike R's
-// dynamic scoping, when 'code' is eval()'ed, JavaScript does not know objects
+// dynamic scoping, when 'code' is eval'ed, JavaScript does not know objects
 // from the "parent frame", e.g. JS('DTWidget') will not work unless it was made
 // a global object
 var DTWidget = {};

index.qmd

@@ -49,6 +49,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [pypme](https://github.com/ymyke/pypme) - PME (Public Market Equivalent) calculation.
 - [AbsBox](https://github.com/yellowbean/AbsBox) - A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).
 - [Intrinsic-Value-Calculator](https://github.com/akashaero/Intrinsic-Value-Calculator) - A Python tool for quick calculations of a stock's fair value using Discounted Cash Flow analysis.
+- [Kelly-Criterion](https://github.com/deltaray-io/kelly-criterion) - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula.
 
 ### Indicators
 
@@ -59,6 +60,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 
 ### Trading & Backtesting
 
+- [QSTrader](https://github.com/mhallsmoore/qstrader) - QSTrader backtesting simulation engine.
 - [Blankly](https://github.com/Blankly-Finance/Blankly) - Fully integrated backtesting, paper trading, and live deployment.
 - [TA-Lib](https://github.com/mrjbq7/ta-lib) - Python wrapper for TA-Lib (<http://ta-lib.org/>).
 - [zipline](https://github.com/quantopian/zipline) - Pythonic algorithmic trading library.
@@ -132,7 +134,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [finance](https://pypi.org/project/finance/) - Financial Risk Calculations. Optimized for ease of use through class construction and operator overload.
 - [qfrm](https://pypi.org/project/qfrm/) - Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios.
 - [visualize-wealth](https://github.com/benjaminmgross/visualize-wealth) - Portfolio construction and quantitative analysis.
-- [VisualPortfolio](https://github.com/wegamekinglc/VisualPortfolio) - This tool is used to visualize the perfomance of a portfolio.
+- [VisualPortfolio](https://github.com/wegamekinglc/VisualPortfolio) - This tool is used to visualize the performance of a portfolio.
 - [universal-portfolios](https://github.com/Marigold/universal-portfolios) - Collection of algorithms for online portfolio selection.
 - [FinQuant](https://github.com/fmilthaler/FinQuant) - A program for financial portfolio management, analysis and optimisation.
 - [Empyrial](https://github.com/ssantoshp/Empyrial) - Portfolio's risk and performance analytics and returns predictions.
@@ -428,6 +430,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
   - [PyQL](https://github.com/enthought/pyql) - Python port.
   - [QuantLib.jl](https://github.com/pazzo83/QuantLib.jl) - Julia port.
   - [QuantLib-Python Documentation](https://quantlib-python-docs.readthedocs.io/) - Documentation for the Python bindings for the QuantLib library
+  - [QuantLib with Automatic Differention enabled](https://github.com/auto-differentiation/quantlib-xad) - Integration of Automatic Differentiation with the QuantLib library
 - [TA-Lib](https://ta-lib.org) - perform technical analysis of financial market data.
   - [ta-lib-python](https://github.com/TA-Lib/ta-lib-python)
   - [ta-lib](https://github.com/TA-Lib/ta-lib)