Merge pull request #45 from Jackal08/master

Merged!
Thanks for contribution.
This commit is contained in:
Wilson Freitas
2019-05-31 15:00:08 -03:00
committed by GitHub
+1
View File
@@ -69,6 +69,7 @@ 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.
- [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)
### Risk Analysis