From 27b4534baaf84b5acc9d5a9efbc71e80764396b1 Mon Sep 17 00:00:00 2001 From: wilsonfreitas Date: Mon, 28 Mar 2022 07:01:32 -0300 Subject: [PATCH] Organizing links --- README.md | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/README.md b/README.md index f5c134d..0db29f2 100644 --- a/README.md +++ b/README.md @@ -68,8 +68,8 @@ A curated list of insanely awesome libraries, packages and resources for Quants ### Trading & Backtesting - [Blankly](https://github.com/Blankly-Finance/Blankly) - Fully integrated backtesting, paper trading, and live deployment. -- [TA-Lib](https://ta-lib.org) - perform technical analysis of financial market data. -- [zipline](https://www.zipline.io) - Pythonic algorithmic trading library. +- [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. - [QuantSoftware Toolkit](https://github.com/QuantSoftware/QuantSoftwareToolkit) - Python-based open source software framework designed to support portfolio construction and management. - [quantitative](https://github.com/jeffrey-liang/quantitative) - Quantitative finance, and backtesting library. - [analyzer](https://github.com/llazzaro/analyzer) - Python framework for real-time financial and backtesting trading strategies. @@ -291,7 +291,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants ### Trading -- [TA-Lib](https://ta-lib.org) - perform technical analysis of financial market data. - [backtest](https://cran.r-project.org/web/packages/backtest/index.html) - Exploring Portfolio-Based Conjectures About Financial Instruments. - [pa](https://cran.r-project.org/web/packages/pa/index.html) - Performance Attribution for Equity Portfolios. - [TTR](https://github.com/joshuaulrich/TTR) - Technical Trading Rules.