diff --git a/README.md b/README.md
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@@ -46,8 +46,10 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [hasura/base-python-bokeh](https://platform.hasura.io/hub/projects/hasura/base-python-bokeh) - Hasura quickstart to visualize data with bokeh library.
 - [pysabr](https://github.com/ynouri/pysabr) - SABR model Python implementation.
 - [FinancePy](https://github.com/domokane/FinancePy) - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
-- [FinancePy-Examples](https://github.com/domokane/FinancePy-Examples) - Examples of how to use FinancePy
 - [gs-quant](https://github.com/goldmansachs/gs-quant) - Python toolkit for quantitative finance
+- [willowtree](https://github.com/federicomariamassari/willowtree) - Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
+- [financial-engineering](https://github.com/federicomariamassari/financial-engineering) - Applications of Monte Carlo methods to financial engineering projects, in Python.
+- [optlib](https://github.com/dbrojas/optlib) - A library for financial options pricing written in Python.
 
 ### Indicators
 - [pandas_talib](https://github.com/femtotrader/pandas_talib) - A Python Pandas implementation of technical analysis indicators.
@@ -81,6 +83,7 @@ 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.
+- [Eiten](https://github.com/tradytics/eiten) - Algorithmic Investing Strategies for Everyone
 - [riskparity.py](https://github.com/dppalomar/riskparity.py) - fast and scalable design of risk parity portfolios with TensorFlow 2.0
 - [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)
 - [pyqstrat](https://github.com/abbass2/pyqstrat) - A fast, extensible, transparent python library for backtesting quantitative strategies.
@@ -359,3 +362,5 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [fecon235](https://github.com/rsvp/fecon235) - Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively.
 - [Quantitative-Notebooks](https://github.com/LongOnly/Quantitative-Notebooks) - Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
 - [QuantEcon](https://quantecon.org/) - Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks
+- [FinanceHub](https://github.com/Finance-Hub/FinanceHub) - Resources for Quantitative Finance
+- [Python_Option_Pricing](https://github.com/dedwards25/Python_Option_Pricing) - An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options.