From 747b94a8b31f90533416c0ba55c151cb1932f974 Mon Sep 17 00:00:00 2001
From: reisoy <47598143+reisoy@users.noreply.github.com>
Date: Tue, 3 Feb 2026 20:45:19 +0200
Subject: [PATCH] Add DayTradingBench to Trading & Backtesting

DayTradingBench is a live autonomous benchmark that evaluates LLM trading performance on DAX and Nasdaq indices with identical prompts and real-time market data. API access available.
---
 README.md | 1 +
 1 file changed, 1 insertion(+)

diff --git a/README.md b/README.md
index f03451d..bb1be0f 100644
--- a/README.md
+++ b/README.md
@@ -159,6 +159,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [rust_bt](https://github.com/jensnesten/rust_bt) - A high performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust.
 - [Gunbot Quant](https://github.com/GuntharDeNiro/gunbot-quant) - Toolkit for quantitative trading analysis. It integrates an advanced market screener, a multi-strategy, multi-asset backtesting engine. Use with built-in GUI or through CLI.
 - [StrateQueue](https://github.com/StrateQueue/StrateQueue) - An open‑source, broker‑agnostic Python library that lets you seamlessly deploy strategies from any major backtesting engine to live (or paper) trading with zero code changes and built‑in safety controls.
+- [DayTradingBench](https://daytradingbench.com) - Live autonomous benchmark that evaluates LLM trading performance on DAX and Nasdaq indices using identical strategies and real-time market data. API access available.
 
 ### Risk Analysis