From 3e2146d81c9274bfd042ab2f11516097be770024 Mon Sep 17 00:00:00 2001 From: Jasen Date: Thu, 27 May 2021 09:37:34 -0400 Subject: [PATCH] Add blotter --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 7a2104d..fd8b9ae 100644 --- a/README.md +++ b/README.md @@ -277,6 +277,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [pa](https://cran.r-project.org/web/packages/pa/index.html) - Performance Attribution for Equity Portfolios. - [TTR](https://cran.r-project.org/web/packages/TTR/index.html) - Technical Trading Rules. - [QuantTools](https://quanttools.bitbucket.io/_site/index.html) - Enhanced Quantitative Trading Modelling. +- [blotter](https://github.com/braverock/blotter) - Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed. ### Backtesting