diff --git a/README.md b/README.md index 4f7689c..8556d89 100644 --- a/README.md +++ b/README.md @@ -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