diff --git a/README.md b/README.md
index b482540..c7de449 100644
--- a/README.md
+++ b/README.md
@@ -402,7 +402,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [IndicatorTS](https://github.com/cinar/indicatorts) - Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.
 - [ccxt](https://github.com/ccxt/ccxt) - A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.
 - [PENDAX](https://github.com/CompendiumFi/PENDAX-SDK) - Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More.
-- [Mida](https://github.com/Reiryoku-Technologies/Mida) - The open-source and cross-platform trading framework (https://www.mida.org/).
 
 ### Data Visualization
 
@@ -515,3 +514,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [financialnoob-misc](https://github.com/financialnoob/misc) - Codes from @financialnoob's posts
 - [MesoSim Options Trading Strategy Library](https://github.com/deltaray-io/strategy-library) - Free and public Options Trading strategy library for MesoSim. 
 - [Quant-Finance-With-Python-Code](https://github.com/lingyixu/Quant-Finance-With-Python-Code) - Repo for code examples in Quantitative Finance with Python by Chris Kelliher
+- [QuantFinanceTraining](https://github.com/JoaoJungblut/QuantFinanceTraining) - This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.
\ No newline at end of file
diff --git a/docs/index.html b/docs/index.html
index 74546a5..79edb68 100644
--- a/docs/index.html
+++ b/docs/index.html
@@ -759,6 +759,7 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/financialnoob/misc">financialnoob-misc</a> - Codes from <span class="citation" data-cites="financialnoob">@financialnoob</span>’s posts</li>
 <li><a href="https://github.com/deltaray-io/strategy-library">MesoSim Options Trading Strategy Library</a> - Free and public Options Trading strategy library for MesoSim.</li>
 <li><a href="https://github.com/lingyixu/Quant-Finance-With-Python-Code">Quant-Finance-With-Python-Code</a> - Repo for code examples in Quantitative Finance with Python by Chris Kelliher</li>
+<li><a href="https://github.com/JoaoJungblut/QuantFinanceTraining">QuantFinanceTraining</a> - This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.</li>
 </ul>
 
 
diff --git a/docs/projects.html b/docs/projects.html
index 04e762e..c7b7e61 100644
--- a/docs/projects.html
+++ b/docs/projects.html
@@ -138,8 +138,8 @@ ul.task-list li input[type="checkbox"] {
 <div class="cell" data-table.cap="Projects">
 <div class="cell-output-display">
 
-<div class="datatables html-widget html-fill-item-overflow-hidden html-fill-item" id="htmlwidget-74f8b0c269a685ce8ce1" style="width:100%;height:auto;"></div>
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href='https://github.com/freqtrade/freqtrade'>freqtrade<\/a>","<a href='https://github.com/QuantConnect/Lean'>Lean<\/a>","<a href='https://github.com/joshuaulrich/TTR'>TTR<\/a>","<a href='https://github.com/LastAncientOne/Stock_Analysis_For_Quant'>Stock_Analysis_For_Quant<\/a>","<a href='https://github.com/gerrymanoim/exchange_calendars'>exchange_calendars<\/a>","<a href='https://github.com/domokane/FinancePy'>FinancePy<\/a>","<a href='https://github.com/awslabs/gluon-ts'>gluon-ts<\/a>","<a href='https://github.com/jesse-ai/jesse'>jesse<\/a>","<a href='https://github.com/highfestiva/finplot'>finplot<\/a>","<a href='https://github.com/crypto-lake/lake-api'>lake-api<\/a>","<a href='https://github.com/yellowbean/AbsBox'>AbsBox<\/a>","<a href='https://github.com/joshuaulrich/xts'>xts<\/a>","<a href='https://github.com/cuemacro/findatapy'>findatapy<\/a>","<a href='https://github.com/pmorissette/bt'>bt<\/a>","<a href='https://github.com/ta4j/ta4j'>ta4j<\/a>","<a href='https://github.com/ricequant/rqalpha'>rqalpha<\/a>","<a href='https://github.com/man-group/dtale'>D-Tale<\/a>","<a href='https://github.com/Heerozh/spectre'>Spectre<\/a>","<a href='https://github.com/goldmansachs/gs-quant'>gs-quant<\/a>","<a href='https://github.com/quarkfin/qf-lib'>qf-lib<\/a>","<a href='https://github.com/jpmorganchase/python-training'>python-training<\/a>","<a href='https://github.com/ranaroussi/yfinance'>yfinance<\/a>","<a href='https://github.com/avhz/RustQuant'>RustQuant<\/a>","<a href='https://github.com/FinanceData/FinanceDataReader'>FinanceDataReader<\/a>","<a href='https://github.com/nkaz001/hftbacktest'>hftbacktest<\/a>","<a href='https://github.com/deltaray-io/strategy-library'>MesoSim Options Trading Strategy Library<\/a>","<a href='https://github.com/cerlymarco/tsmoothie'>tsmoothie<\/a>","<a href='https://github.com/JuliaStats/TimeSeries.jl'>TimeSeries.jl<\/a>","<a href='https://github.com/JuliaQuant/MarketData.jl'>MarketData.jl<\/a>","<a href='https://github.com/microsoft/qlib'>Qlib<\/a>","<a href='https://github.com/hydrosquall/tiingo-python'>tiingo<\/a>","<a href='https://github.com/pmorissette/ffn'>ffn<\/a>","<a href='https://github.com/Drakkar-Software/OctoBot'>OctoBot<\/a>","<a href='https://github.com/robcarver17/pysystemtrade'>pysystemtrade<\/a>","<a href='https://github.com/lingyixu/Quant-Finance-With-Python-Code'>Quant-Finance-With-Python-Code<\/a>","<a href='https://github.com/auto-differentiation/quantlib-xad'>QuantLib with Automatic Differention enabled<\/a>","<a href='https://github.com/MathisWellmann/lfest-rs'>LFEST<\/a>","<a href='https://github.com/JuliaData/DataFrames.jl'>DataFrames.jl<\/a>","<a href='https://github.com/bbcho/risktools-dev'>risktools<\/a>","<a href='https://github.com/RomelTorres/alpha_vantage'>alpha_vantage<\/a>","<a href='https://github.com/maread99/market_analy'>market-analy<\/a>","<a href='https://github.com/mrjbq7/ta-lib'>TA-Lib<\/a>","<a href='https://github.com/zvtvz/zvt'>zvt<\/a>","<a href='https://github.com/enthought/pyql'>PyQL<\/a>","<a href='https://github.com/enthought/pyql'>PyQL<\/a>","<a href='https://github.com/abbass2/pyqstrat'>pyqstrat<\/a>","<a href='https://github.com/ScottfreeLLC/AlphaPy'>AlphaPy<\/a>","<a href='https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock'>Deep Learning Machine Learning Stock<\/a>","<a href='https://github.com/bukosabino/ta'>ta<\/a>","<a href='https://github.com/lit26/finvizfinance'>finvizfinance<\/a>","<a href='https://github.com/enricoschumann/NMOF'>NMOF<\/a>","<a href='https://github.com/Marigold/universal-portfolios'>universal-portfolios<\/a>","<a href='https://github.com/business-science/timetk'>timetk<\/a>","<a href='https://github.com/wilsonfreitas/python-bizdays'>bizdays<\/a>","<a href='https://github.com/Drakkar-Software/OctoBot-Script'>OctoBot Script<\/a>","<a href='https://github.com/dpguthrie/yahooquery'>yahooquery<\/a>","<a href='https://github.com/edtechre/pybroker'>PyBroker<\/a>","<a href='https://github.com/maread99/market_prices'>market-prices<\/a>","<a href='https://github.com/pydata/pandas-datareader'>pandas-datareader<\/a>","<a href='https://github.com/blue-yonder/tsfresh'>tsfresh<\/a>","<a href='https://github.com/braverock/PerformanceAnalytics'>PerformanceAnalytics<\/a>","<a href='https://github.com/alkaline-ml/pmdarima'>pmdarima<\/a>","<a href='https://github.com/cinar/indicator'>IndicatorGo<\/a>","<a href='https://github.com/cinar/indicatorts'>IndicatorTS<\/a>","<a href='https://github.com/facebook/prophet'>Facebook Prophet<\/a>","<a href='https://github.com/quantrocket-llc/moonshot'>moonshot<\/a>","<a href='https://github.com/vnpy/vnpy'>vnpy<\/a>","<a href='https://github.com/ymyke/tessa'>tessa<\/a>","<a href='https://github.com/bashtage/arch'>ARCH<\/a>","<a href='https://github.com/yhilpisch/py4fi2nd'>py4fi2nd<\/a>","<a href='https://github.com/jmrichardson/tuneta'>TuneTA<\/a>","<a href='https://github.com/wilsonfreitas/rbcb'>rbcb<\/a>","<a href='https://github.com/yhilpisch/aiif'>aiif<\/a>","<a href='https://github.com/yhilpisch/py4at'>py4at<\/a>","<a href='https://github.com/dppalomar/riskparity.py'>riskparity.py<\/a>","<a href='https://github.com/dcajasn/Riskfolio-Lib'>Riskfolio-Lib<\/a>","<a href='https://github.com/business-science/tidyquant'>tidyquant<\/a>","<a href='https://github.com/rburkholder/trade-frame'>TradeFrame<\/a>","<a href='https://github.com/polakowo/vectorbt'>vectorbt<\/a>","<a href='https://github.com/lsbardel/ccy'>ccy<\/a>","<a href='https://github.com/kieran-mackle/AutoTrader'>AutoTrader<\/a>","<a href='https://github.com/theOGognf/finagg'>finagg<\/a>","<a href='https://github.com/gbeced/basana'>basana<\/a>","<a href='https://github.com/alexiosg/rugarch'>rugarch<\/a>","<a href='https://github.com/braverock/quantstrat'>quantstrat<\/a>","<a href='https://github.com/timkpaine/pyEX'>pyEX<\/a>","<a href='https://github.com/alpacahq/alpaca-trade-api-python'>alpaca-trade-api<\/a>","<a href='https://github.com/timkpaine/aat'>aat<\/a>","<a href='https://github.com/ropensci/rb3'>rb3<\/a>","<a href='https://github.com/rsheftel/pandas_market_calendars'>pandas_market_calendars<\/a>","<a href='https://github.com/fmilthaler/FinQuant'>FinQuant<\/a>","<a href='https://github.com/CompendiumFi/PENDAX-SDK'>PENDAX<\/a>","<a href='https://github.com/JustinMShea/ExpectedReturns'>Expected Returns<\/a>","<a href='https://github.com/tardis-dev/tardis-python'>tardis-python<\/a>","<a href='https://github.com/ysaporito/modelos_vol_derivativos'>modelos_vol_derivativos<\/a>","<a href='https://github.com/google/tf-quant-finance'>tf-quant-finance<\/a>","<a href='https://github.com/ssantoshp/Empyrial'>Empyrial<\/a>","<a href='https://github.com/akashaero/Intrinsic-Value-Calculator'>Intrinsic-Value-Calculator<\/a>","<a href='https://github.com/MathisWellmann/trade_aggregation-rs'>TradeAggregation<\/a>","<a href='https://github.com/Blankly-Finance/Blankly'>Blankly<\/a>","<a href='https://github.com/fja05680/pinkfish'>pinkfish<\/a>","<a href='https://github.com/matplotlib/mplfinance'>mplfinance<\/a>","<a href='https://github.com/xKDR/TSFrames.jl'>TSFrames.jl<\/a>","<a href='https://github.com/wilsonfreitas/python-bcb'>python-bcb<\/a>","<a href='https://github.com/ranaroussi/quantstats'>quantstats<\/a>","<a href='https://github.com/MathisWellmann/sliding_features-rs'>SlidingFeatures<\/a>","<a href='https://github.com/davidastephens/pandas-finance'>pandas-finance<\/a>","<a href='https://github.com/ymyke/pypme'>pypme<\/a>","<a href='https://github.com/wilsonfreitas/R-fixedincome'>R-fixedincome<\/a>","<a href='https://github.com/cerlymarco/MEDIUM_NoteBook'>MEDIUM_NoteBook<\/a>","<a href='https://github.com/rafa-rod/pytrendseries'>pytrendseries<\/a>","<a href='https://github.com/Boulder-Investment-Technologies/lppls'>lppls<\/a>","<a href='https://github.com/financialnoob/misc'>financialnoob-misc<\/a>","<a href='https://github.com/alexgolec/tda-api'>tda-api<\/a>","<a href='https://github.com/dppalomar/sparseIndexTracking'>sparseIndexTracking<\/a>","<a href='https://github.com/barnumbirr/coinmarketcap'>coinmarketcap<\/a>","<a href='https://github.com/JuliaComputing/Miletus.jl'>Miletus.jl<\/a>","<a href='https://github.com/msperlin/GetTDData'>GetTDData<\/a>","<a href='https://github.com/TomasKoutek/pystlouisfed'>pystlouisfed<\/a>","<a href='https://github.com/cuemacro/finmarketpy'>finmarketpy<\/a>","<a href='https://github.com/barter-rs/barter-rs'>Barter<\/a>","<a href='https://github.com/backtrader/backtrader'>backtrader<\/a>","<a href='https://github.com/matthiasgomolka/simfinapi'>simfinapi<\/a>","<a href='https://github.com/jasonstrimpel/volatility-trading'>volatility-trading<\/a>","<a href='https://github.com/RomanMichaelPaolucci/Q-Fin'>Q-Fin<\/a>","<a href='https://github.com/braverock/FactorAnalytics'>FactorAnalytics<\/a>","<a href='https://github.com/vollib/vollib'>vollib<\/a>","<a href='https://github.com/jo-cho/Technical_Analysis_and_Feature_Engineering'>Technical Analysis and Feature Engineering<\/a>","<a href='https://github.com/wilsonfreitas/R-bizdays'>bizdays<\/a>","<a href='https://github.com/NVentimiglia/TDAmeritrade.DotNetCore'>TDAmeritrade.DotNetCore<\/a>","<a href='https://github.com/gbeced/pyalgotrade'>pyalgotrade<\/a>","<a href='https://github.com/stefan-jansen/machine-learning-for-trading'>machine-learning-for-trading<\/a>","<a href='https://github.com/dr-leo/pandaSDMX'>pandaSDMX<\/a>","<a href='https://github.com/braverock/blotter'>blotter<\/a>","<a href='https://github.com/jrmeier/fast-trade'>fast-trade<\/a>","<a href='https://github.com/jrmeier/fast-trade'>fast-trade<\/a>","<a href='https://github.com/business-science/tibbletime'>tibbletime<\/a>","<a href='https://github.com/PacktPublishing/Python-for-Finance-Cookbook'>Python-for-Finance-Cookbook<\/a>","<a href='https://github.com/packtpublishing/hands-on-machine-learning-for-algorithmic-trading'>Hands-On Machine Learning for Algorithmic Trading<\/a>","<a href='https://github.com/yutiansut/quantaxis'>QUANTAXIS<\/a>","<a href='https://github.com/LechGrzelak/Computational-Finance-Course'>Computational-Finance-Course<\/a>","<a href='https://github.com/alpha-miner/Finance-Python'>Finance-Python<\/a>","<a href='https://github.com/DrAshBooth/PyLOB'>PyLOB<\/a>","<a href='https://github.com/mcdallas/wallstreet'>wallstreet<\/a>","<a href='https://github.com/dysonance/Indicators.jl'>Indicators.jl<\/a>","<a href='https://github.com/eddelbuettel/td'>td<\/a>","<a href='https://github.com/Rblp/Rblpapi'>Rblpapi<\/a>","<a href='https://github.com/matrix-profile-foundation/matrixprofile'>matrixprofile<\/a>","<a href='https://github.com/dbrojas/optlib'>optlib<\/a>","<a href='https://github.com/dppalomar/riskParityPortfolio'>riskParityPortfolio<\/a>","<a href='https://github.com/braverock/PortfolioAnalytics'>PortfolioAnalytics<\/a>","<a href='https://github.com/alpacahq/marketstore'>marketstore<\/a>","<a href='https://github.com/differential-machine-learning/notebooks'>Differential Machine Learning and Axes that matter by Brian Huge and Antoine Savine<\/a>","<a href='https://github.com/fremantle-capital/tai'>Tai<\/a>","<a href='https://github.com/alvarobartt/investpy'>investpy<\/a>","<a href='https://github.com/twopirllc/pandas-ta'>Pandas TA<\/a>","<a href='https://github.com/MarcusRainbow/Haxcel'>Haxcel<\/a>","<a href='https://github.com/emoen/Machine-Learning-for-Asset-Managers'>Machine-Learning-for-Asset-Managers<\/a>","<a href='https://github.com/LechGrzelak/QuantFinanceBook'>QuantFinanceBook<\/a>","<a href='https://github.com/lequant40/portfolio_allocation_js'>portfolio-allocation<\/a>","<a href='https://github.com/AlbertoAlmuinha/garchmodels'>garchmodels<\/a>","<a href='https://github.com/jankrepl/deepdow'>DeepDow<\/a>","<a href='https://github.com/peerchemist/finta'>finta<\/a>","<a href='https://github.com/LenkaV/CIF'>cif<\/a>","<a href='https://github.com/fremantle-industries/workbench'>Workbench<\/a>","<a href='https://github.com/fremantle-industries/prop'>Prop<\/a>","<a href='https://github.com/matthewgilbert/pdblp'>pdblp<\/a>","<a href='https://github.com/ynouri/pysabr'>pysabr<\/a>","<a href='https://github.com/alpacahq/pylivetrader'>pylivetrader<\/a>","<a href='https://github.com/alpacahq/pipeline-live'>pipeline-live<\/a>","<a href='https://github.com/PythonCharmers/QuantFinance'>QuantFinance<\/a>","<a href='https://github.com/alexiosg/rmgarch'>rmgarch<\/a>","<a href='https://github.com/dysonance/Temporal.jl'>Temporal.jl<\/a>","<a href='https://github.com/bbcho/finoptions-dev'>finoptions<\/a>","<a href='https://github.com/firmai/machine-learning-asset-management'>Machine Learning Asset Management<\/a>","<a href='https://github.com/lukaszbanasiak/yahoo-finance'>yahoo-finance<\/a>","<a href='https://github.com/hudson-and-thames/mlfinlab'>mlfinlab<\/a>","<a href='https://github.com/stellar/kelp'>Kelp<\/a>","<a href='https://github.com/MarcusRainbow/Ffinar'>Ffinar<\/a>","<a href='https://github.com/euclidjda/value-investing-studies'>Value Investing Studies<\/a>","<a href='https://github.com/mhallsmoore/qstrader'>QSTrader<\/a>","<a href='https://github.com/edgararuiz/tidypredict'>tidypredict<\/a>","<a href='https://github.com/enigmampc/catalyst'>catalyst<\/a>","<a href='https://github.com/cttn/Stockex'>Stockex<\/a>","<a href='https://github.com/python-excel/xlrd'>xlrd<\/a>","<a href='https://github.com/JuliaQuant/MarketTechnicals.jl'>MarketTechnicals.jl<\/a>","<a href='https://github.com/dgerlanc/portfolio'>portfolio<\/a>","<a href='https://github.com/chrisconlan/algorithmic-trading-with-python'>algorithmic-trading-with-python<\/a>","<a href='https://github.com/chrisconlan/algorithmic-trading-with-python'>algorithmic-trading-with-python<\/a>","<a href='https://github.com/Finance-Hub/FinanceHub'>FinanceHub<\/a>","<a href='https://github.com/quantsbin/Quantsbin'>Quantsbin<\/a>","<a href='https://github.com/yahoofinancelive/yliveticker'>yliveticker<\/a>","<a href='https://github.com/ajhpark/ib_nope'>ib_nope<\/a>","<a href='https://github.com/dysonance/Strategems.jl'>Strategems.jl<\/a>","<a href='https://github.com/ranaroussi/qtpylib'>qtpylib<\/a>","<a href='https://github.com/yhilpisch/dawp'>dawp<\/a>","<a href='https://github.com/GriffinAustin/pynance'>pynance<\/a>","<a href='https://github.com/huseinzol05/Stock-Prediction-Models'>Stock-Prediction-Models<\/a>","<a href='https://github.com/addisonlynch/iexfinance'>iexfinance<\/a>","<a href='https://github.com/yhilpisch/dx'>dx<\/a>","<a href='https://github.com/quantopian/empyrical'>empyrical<\/a>","<a href='https://github.com/quantopian/zipline'>zipline<\/a>","<a href='https://github.com/tradytics/eiten'>Eiten<\/a>","<a href='https://github.com/robcarver17/systematictradingexamples'>systematictradingexamples<\/a>","<a href='https://github.com/foolcage/fooltrader'>fooltrader<\/a>","<a href='https://github.com/LongOnly/Quantitative-Notebooks'>Quantitative-Notebooks<\/a>","<a href='https://github.com/msperlin/GetHFData'>GetHFData<\/a>","<a href='https://github.com/datawrestler/after-hours'>after-hours<\/a>","<a href='https://github.com/mfrdixon/ML_Finance_Codes'>ML_Finance_Codes<\/a>","<a href='https://github.com/MarcusRainbow/QuantMath'>QuantMath<\/a>","<a href='https://github.com/Karthik005/yfinanceapi'>yfinanceapi<\/a>","<a href='https://github.com/quantopian/alphalens'>alphalens<\/a>","<a href='https://github.com/rainx/pytdx'>pytdx<\/a>","<a href='https://github.com/mementum/bta-lib'>bta-lib<\/a>","<a 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href='https://github.com/Reiryoku-Technologies/Mida'>Mida<\/a>","<a href='https://github.com/ccxt/ccxt'>ccxt<\/a>","<a href='https://github.com/jindaxiang/akshare'>akshare<\/a>","<a href='https://github.com/robertmartin8/PyPortfolioOpt'>PyPortfolioOpt<\/a>","<a href='https://github.com/AI4Finance-LLC/FinRL-Library'>FinRL-Library<\/a>","<a href='https://github.com/Rdatatable/data.table'>data.table<\/a>","<a href='https://github.com/QuantConnect/Lean'>QuantConnect<\/a>","<a href='https://github.com/StockSharp/StockSharp'>StockSharp<\/a>","<a href='https://github.com/amaggiulli/qlnet'>QLNet<\/a>","<a href='https://github.com/ghostfolio/ghostfolio'>Ghostfolio<\/a>","<a href='https://github.com/OpenBB-finance/OpenBBTerminal'>OpenBB Terminal<\/a>","<a href='https://github.com/gnzsnz/jupyter-quant'>Jupyter Quant<\/a>","<a href='https://github.com/coding-kitties/investing-algorithm-framework'>Investing algorithm framework<\/a>","<a href='https://github.com/freqtrade/freqtrade'>freqtrade<\/a>","<a href='https://github.com/QuantConnect/Lean'>Lean<\/a>","<a href='https://github.com/joshuaulrich/TTR'>TTR<\/a>","<a href='https://github.com/LastAncientOne/Stock_Analysis_For_Quant'>Stock_Analysis_For_Quant<\/a>","<a href='https://github.com/gerrymanoim/exchange_calendars'>exchange_calendars<\/a>","<a href='https://github.com/domokane/FinancePy'>FinancePy<\/a>","<a href='https://github.com/awslabs/gluon-ts'>gluon-ts<\/a>","<a href='https://github.com/jesse-ai/jesse'>jesse<\/a>","<a href='https://github.com/highfestiva/finplot'>finplot<\/a>","<a href='https://github.com/crypto-lake/lake-api'>lake-api<\/a>","<a href='https://github.com/yellowbean/AbsBox'>AbsBox<\/a>","<a href='https://github.com/joshuaulrich/xts'>xts<\/a>","<a href='https://github.com/cuemacro/findatapy'>findatapy<\/a>","<a href='https://github.com/pmorissette/bt'>bt<\/a>","<a href='https://github.com/ta4j/ta4j'>ta4j<\/a>","<a href='https://github.com/ricequant/rqalpha'>rqalpha<\/a>","<a href='https://github.com/man-group/dtale'>D-Tale<\/a>","<a href='https://github.com/Heerozh/spectre'>Spectre<\/a>","<a href='https://github.com/goldmansachs/gs-quant'>gs-quant<\/a>","<a href='https://github.com/quarkfin/qf-lib'>qf-lib<\/a>","<a href='https://github.com/jpmorganchase/python-training'>python-training<\/a>","<a href='https://github.com/ranaroussi/yfinance'>yfinance<\/a>","<a href='https://github.com/avhz/RustQuant'>RustQuant<\/a>","<a href='https://github.com/FinanceData/FinanceDataReader'>FinanceDataReader<\/a>","<a href='https://github.com/nkaz001/hftbacktest'>hftbacktest<\/a>","<a href='https://github.com/deltaray-io/strategy-library'>MesoSim Options Trading Strategy Library<\/a>","<a href='https://github.com/JoaoJungblut/QuantFinanceTraining'>QuantFinanceTraining<\/a>","<a href='https://github.com/cerlymarco/tsmoothie'>tsmoothie<\/a>","<a href='https://github.com/JuliaStats/TimeSeries.jl'>TimeSeries.jl<\/a>","<a href='https://github.com/JuliaQuant/MarketData.jl'>MarketData.jl<\/a>","<a href='https://github.com/microsoft/qlib'>Qlib<\/a>","<a href='https://github.com/hydrosquall/tiingo-python'>tiingo<\/a>","<a href='https://github.com/pmorissette/ffn'>ffn<\/a>","<a href='https://github.com/Drakkar-Software/OctoBot'>OctoBot<\/a>","<a href='https://github.com/robcarver17/pysystemtrade'>pysystemtrade<\/a>","<a href='https://github.com/lingyixu/Quant-Finance-With-Python-Code'>Quant-Finance-With-Python-Code<\/a>","<a href='https://github.com/auto-differentiation/quantlib-xad'>QuantLib with Automatic Differention enabled<\/a>","<a href='https://github.com/MathisWellmann/lfest-rs'>LFEST<\/a>","<a href='https://github.com/JuliaData/DataFrames.jl'>DataFrames.jl<\/a>","<a href='https://github.com/bbcho/risktools-dev'>risktools<\/a>","<a href='https://github.com/RomelTorres/alpha_vantage'>alpha_vantage<\/a>","<a href='https://github.com/maread99/market_analy'>market-analy<\/a>","<a href='https://github.com/mrjbq7/ta-lib'>TA-Lib<\/a>","<a href='https://github.com/zvtvz/zvt'>zvt<\/a>","<a href='https://github.com/enthought/pyql'>PyQL<\/a>","<a href='https://github.com/enthought/pyql'>PyQL<\/a>","<a href='https://github.com/abbass2/pyqstrat'>pyqstrat<\/a>","<a href='https://github.com/ScottfreeLLC/AlphaPy'>AlphaPy<\/a>","<a href='https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock'>Deep Learning Machine Learning Stock<\/a>","<a href='https://github.com/bukosabino/ta'>ta<\/a>","<a href='https://github.com/lit26/finvizfinance'>finvizfinance<\/a>","<a href='https://github.com/enricoschumann/NMOF'>NMOF<\/a>","<a href='https://github.com/Marigold/universal-portfolios'>universal-portfolios<\/a>","<a href='https://github.com/business-science/timetk'>timetk<\/a>","<a href='https://github.com/wilsonfreitas/python-bizdays'>bizdays<\/a>","<a href='https://github.com/Drakkar-Software/OctoBot-Script'>OctoBot Script<\/a>","<a href='https://github.com/dpguthrie/yahooquery'>yahooquery<\/a>","<a href='https://github.com/edtechre/pybroker'>PyBroker<\/a>","<a href='https://github.com/maread99/market_prices'>market-prices<\/a>","<a href='https://github.com/pydata/pandas-datareader'>pandas-datareader<\/a>","<a href='https://github.com/blue-yonder/tsfresh'>tsfresh<\/a>","<a href='https://github.com/braverock/PerformanceAnalytics'>PerformanceAnalytics<\/a>","<a href='https://github.com/alkaline-ml/pmdarima'>pmdarima<\/a>","<a href='https://github.com/cinar/indicator'>IndicatorGo<\/a>","<a href='https://github.com/cinar/indicatorts'>IndicatorTS<\/a>","<a href='https://github.com/facebook/prophet'>Facebook Prophet<\/a>","<a href='https://github.com/quantrocket-llc/moonshot'>moonshot<\/a>","<a href='https://github.com/vnpy/vnpy'>vnpy<\/a>","<a href='https://github.com/ymyke/tessa'>tessa<\/a>","<a href='https://github.com/bashtage/arch'>ARCH<\/a>","<a href='https://github.com/yhilpisch/py4fi2nd'>py4fi2nd<\/a>","<a href='https://github.com/jmrichardson/tuneta'>TuneTA<\/a>","<a href='https://github.com/wilsonfreitas/rbcb'>rbcb<\/a>","<a href='https://github.com/yhilpisch/aiif'>aiif<\/a>","<a href='https://github.com/yhilpisch/py4at'>py4at<\/a>","<a href='https://github.com/dppalomar/riskparity.py'>riskparity.py<\/a>","<a href='https://github.com/dcajasn/Riskfolio-Lib'>Riskfolio-Lib<\/a>","<a href='https://github.com/business-science/tidyquant'>tidyquant<\/a>","<a href='https://github.com/rburkholder/trade-frame'>TradeFrame<\/a>","<a href='https://github.com/polakowo/vectorbt'>vectorbt<\/a>","<a href='https://github.com/lsbardel/ccy'>ccy<\/a>","<a href='https://github.com/kieran-mackle/AutoTrader'>AutoTrader<\/a>","<a href='https://github.com/theOGognf/finagg'>finagg<\/a>","<a href='https://github.com/gbeced/basana'>basana<\/a>","<a href='https://github.com/alexiosg/rugarch'>rugarch<\/a>","<a href='https://github.com/braverock/quantstrat'>quantstrat<\/a>","<a href='https://github.com/timkpaine/pyEX'>pyEX<\/a>","<a href='https://github.com/alpacahq/alpaca-trade-api-python'>alpaca-trade-api<\/a>","<a href='https://github.com/timkpaine/aat'>aat<\/a>","<a href='https://github.com/ropensci/rb3'>rb3<\/a>","<a href='https://github.com/rsheftel/pandas_market_calendars'>pandas_market_calendars<\/a>","<a href='https://github.com/fmilthaler/FinQuant'>FinQuant<\/a>","<a href='https://github.com/CompendiumFi/PENDAX-SDK'>PENDAX<\/a>","<a href='https://github.com/JustinMShea/ExpectedReturns'>Expected Returns<\/a>","<a href='https://github.com/tardis-dev/tardis-python'>tardis-python<\/a>","<a href='https://github.com/ysaporito/modelos_vol_derivativos'>modelos_vol_derivativos<\/a>","<a href='https://github.com/google/tf-quant-finance'>tf-quant-finance<\/a>","<a href='https://github.com/ssantoshp/Empyrial'>Empyrial<\/a>","<a href='https://github.com/akashaero/Intrinsic-Value-Calculator'>Intrinsic-Value-Calculator<\/a>","<a href='https://github.com/MathisWellmann/trade_aggregation-rs'>TradeAggregation<\/a>","<a href='https://github.com/Blankly-Finance/Blankly'>Blankly<\/a>","<a href='https://github.com/fja05680/pinkfish'>pinkfish<\/a>","<a href='https://github.com/matplotlib/mplfinance'>mplfinance<\/a>","<a href='https://github.com/xKDR/TSFrames.jl'>TSFrames.jl<\/a>","<a href='https://github.com/wilsonfreitas/python-bcb'>python-bcb<\/a>","<a href='https://github.com/ranaroussi/quantstats'>quantstats<\/a>","<a href='https://github.com/MathisWellmann/sliding_features-rs'>SlidingFeatures<\/a>","<a href='https://github.com/davidastephens/pandas-finance'>pandas-finance<\/a>","<a href='https://github.com/ymyke/pypme'>pypme<\/a>","<a href='https://github.com/wilsonfreitas/R-fixedincome'>R-fixedincome<\/a>","<a href='https://github.com/cerlymarco/MEDIUM_NoteBook'>MEDIUM_NoteBook<\/a>","<a href='https://github.com/rafa-rod/pytrendseries'>pytrendseries<\/a>","<a href='https://github.com/Boulder-Investment-Technologies/lppls'>lppls<\/a>","<a href='https://github.com/financialnoob/misc'>financialnoob-misc<\/a>","<a href='https://github.com/alexgolec/tda-api'>tda-api<\/a>","<a href='https://github.com/dppalomar/sparseIndexTracking'>sparseIndexTracking<\/a>","<a href='https://github.com/barnumbirr/coinmarketcap'>coinmarketcap<\/a>","<a href='https://github.com/JuliaComputing/Miletus.jl'>Miletus.jl<\/a>","<a href='https://github.com/msperlin/GetTDData'>GetTDData<\/a>","<a href='https://github.com/TomasKoutek/pystlouisfed'>pystlouisfed<\/a>","<a href='https://github.com/cuemacro/finmarketpy'>finmarketpy<\/a>","<a href='https://github.com/barter-rs/barter-rs'>Barter<\/a>","<a href='https://github.com/backtrader/backtrader'>backtrader<\/a>","<a href='https://github.com/matthiasgomolka/simfinapi'>simfinapi<\/a>","<a href='https://github.com/jasonstrimpel/volatility-trading'>volatility-trading<\/a>","<a href='https://github.com/RomanMichaelPaolucci/Q-Fin'>Q-Fin<\/a>","<a href='https://github.com/braverock/FactorAnalytics'>FactorAnalytics<\/a>","<a href='https://github.com/vollib/vollib'>vollib<\/a>","<a href='https://github.com/jo-cho/Technical_Analysis_and_Feature_Engineering'>Technical Analysis and Feature Engineering<\/a>","<a href='https://github.com/wilsonfreitas/R-bizdays'>bizdays<\/a>","<a href='https://github.com/NVentimiglia/TDAmeritrade.DotNetCore'>TDAmeritrade.DotNetCore<\/a>","<a href='https://github.com/gbeced/pyalgotrade'>pyalgotrade<\/a>","<a href='https://github.com/stefan-jansen/machine-learning-for-trading'>machine-learning-for-trading<\/a>","<a href='https://github.com/dr-leo/pandaSDMX'>pandaSDMX<\/a>","<a href='https://github.com/braverock/blotter'>blotter<\/a>","<a href='https://github.com/jrmeier/fast-trade'>fast-trade<\/a>","<a href='https://github.com/jrmeier/fast-trade'>fast-trade<\/a>","<a href='https://github.com/business-science/tibbletime'>tibbletime<\/a>","<a href='https://github.com/PacktPublishing/Python-for-Finance-Cookbook'>Python-for-Finance-Cookbook<\/a>","<a href='https://github.com/packtpublishing/hands-on-machine-learning-for-algorithmic-trading'>Hands-On Machine Learning for Algorithmic Trading<\/a>","<a href='https://github.com/yutiansut/quantaxis'>QUANTAXIS<\/a>","<a href='https://github.com/LechGrzelak/Computational-Finance-Course'>Computational-Finance-Course<\/a>","<a href='https://github.com/alpha-miner/Finance-Python'>Finance-Python<\/a>","<a href='https://github.com/DrAshBooth/PyLOB'>PyLOB<\/a>","<a href='https://github.com/mcdallas/wallstreet'>wallstreet<\/a>","<a href='https://github.com/dysonance/Indicators.jl'>Indicators.jl<\/a>","<a href='https://github.com/eddelbuettel/td'>td<\/a>","<a href='https://github.com/Rblp/Rblpapi'>Rblpapi<\/a>","<a href='https://github.com/matrix-profile-foundation/matrixprofile'>matrixprofile<\/a>","<a href='https://github.com/dbrojas/optlib'>optlib<\/a>","<a href='https://github.com/dppalomar/riskParityPortfolio'>riskParityPortfolio<\/a>","<a href='https://github.com/braverock/PortfolioAnalytics'>PortfolioAnalytics<\/a>","<a href='https://github.com/alpacahq/marketstore'>marketstore<\/a>","<a href='https://github.com/differential-machine-learning/notebooks'>Differential Machine Learning and Axes that matter by Brian Huge and Antoine Savine<\/a>","<a href='https://github.com/fremantle-capital/tai'>Tai<\/a>","<a href='https://github.com/alvarobartt/investpy'>investpy<\/a>","<a href='https://github.com/twopirllc/pandas-ta'>Pandas TA<\/a>","<a href='https://github.com/MarcusRainbow/Haxcel'>Haxcel<\/a>","<a href='https://github.com/emoen/Machine-Learning-for-Asset-Managers'>Machine-Learning-for-Asset-Managers<\/a>","<a href='https://github.com/LechGrzelak/QuantFinanceBook'>QuantFinanceBook<\/a>","<a href='https://github.com/lequant40/portfolio_allocation_js'>portfolio-allocation<\/a>","<a href='https://github.com/AlbertoAlmuinha/garchmodels'>garchmodels<\/a>","<a href='https://github.com/jankrepl/deepdow'>DeepDow<\/a>","<a href='https://github.com/peerchemist/finta'>finta<\/a>","<a href='https://github.com/LenkaV/CIF'>cif<\/a>","<a href='https://github.com/fremantle-industries/workbench'>Workbench<\/a>","<a href='https://github.com/fremantle-industries/prop'>Prop<\/a>","<a href='https://github.com/matthewgilbert/pdblp'>pdblp<\/a>","<a href='https://github.com/ynouri/pysabr'>pysabr<\/a>","<a href='https://github.com/alpacahq/pylivetrader'>pylivetrader<\/a>","<a href='https://github.com/alpacahq/pipeline-live'>pipeline-live<\/a>","<a href='https://github.com/PythonCharmers/QuantFinance'>QuantFinance<\/a>","<a href='https://github.com/alexiosg/rmgarch'>rmgarch<\/a>","<a href='https://github.com/dysonance/Temporal.jl'>Temporal.jl<\/a>","<a href='https://github.com/bbcho/finoptions-dev'>finoptions<\/a>","<a href='https://github.com/firmai/machine-learning-asset-management'>Machine Learning Asset Management<\/a>","<a href='https://github.com/lukaszbanasiak/yahoo-finance'>yahoo-finance<\/a>","<a href='https://github.com/hudson-and-thames/mlfinlab'>mlfinlab<\/a>","<a href='https://github.com/stellar/kelp'>Kelp<\/a>","<a href='https://github.com/MarcusRainbow/Ffinar'>Ffinar<\/a>","<a href='https://github.com/euclidjda/value-investing-studies'>Value Investing Studies<\/a>","<a href='https://github.com/mhallsmoore/qstrader'>QSTrader<\/a>","<a href='https://github.com/edgararuiz/tidypredict'>tidypredict<\/a>","<a href='https://github.com/enigmampc/catalyst'>catalyst<\/a>","<a href='https://github.com/cttn/Stockex'>Stockex<\/a>","<a href='https://github.com/python-excel/xlrd'>xlrd<\/a>","<a href='https://github.com/JuliaQuant/MarketTechnicals.jl'>MarketTechnicals.jl<\/a>","<a href='https://github.com/dgerlanc/portfolio'>portfolio<\/a>","<a href='https://github.com/chrisconlan/algorithmic-trading-with-python'>algorithmic-trading-with-python<\/a>","<a href='https://github.com/chrisconlan/algorithmic-trading-with-python'>algorithmic-trading-with-python<\/a>","<a href='https://github.com/Finance-Hub/FinanceHub'>FinanceHub<\/a>","<a href='https://github.com/quantsbin/Quantsbin'>Quantsbin<\/a>","<a href='https://github.com/yahoofinancelive/yliveticker'>yliveticker<\/a>","<a href='https://github.com/ajhpark/ib_nope'>ib_nope<\/a>","<a href='https://github.com/dysonance/Strategems.jl'>Strategems.jl<\/a>","<a href='https://github.com/ranaroussi/qtpylib'>qtpylib<\/a>","<a href='https://github.com/yhilpisch/dawp'>dawp<\/a>","<a href='https://github.com/GriffinAustin/pynance'>pynance<\/a>","<a href='https://github.com/huseinzol05/Stock-Prediction-Models'>Stock-Prediction-Models<\/a>","<a href='https://github.com/addisonlynch/iexfinance'>iexfinance<\/a>","<a href='https://github.com/yhilpisch/dx'>dx<\/a>","<a href='https://github.com/quantopian/empyrical'>empyrical<\/a>","<a href='https://github.com/quantopian/zipline'>zipline<\/a>","<a href='https://github.com/tradytics/eiten'>Eiten<\/a>","<a href='https://github.com/robcarver17/systematictradingexamples'>systematictradingexamples<\/a>","<a href='https://github.com/foolcage/fooltrader'>fooltrader<\/a>","<a href='https://github.com/LongOnly/Quantitative-Notebooks'>Quantitative-Notebooks<\/a>","<a href='https://github.com/msperlin/GetHFData'>GetHFData<\/a>","<a href='https://github.com/datawrestler/after-hours'>after-hours<\/a>","<a href='https://github.com/mfrdixon/ML_Finance_Codes'>ML_Finance_Codes<\/a>","<a href='https://github.com/MarcusRainbow/QuantMath'>QuantMath<\/a>","<a href='https://github.com/Karthik005/yfinanceapi'>yfinanceapi<\/a>","<a href='https://github.com/quantopian/alphalens'>alphalens<\/a>","<a href='https://github.com/rainx/pytdx'>pytdx<\/a>","<a href='https://github.com/mementum/bta-lib'>bta-lib<\/a>","<a href='https://github.com/quantopian/pyfolio'>pyfolio<\/a>","<a href='https://github.com/pazzo83/QuantLib.jl'>QuantLib.jl<\/a>","<a href='https://github.com/pazzo83/QuantLib.jl'>QuantLib.jl<\/a>","<a href='https://github.com/ran404/bbgbridge'>bbgbridge<\/a>","<a href='https://github.com/imanuelcostigan/fmbasics'>fmbasics<\/a>","<a href='https://github.com/econdb/inquisitor'>inquisitor<\/a>","<a href='https://github.com/ematvey/pybacktest'>pybacktest<\/a>","<a href='https://github.com/cirla/tulipy'>Tulipy<\/a>","<a href='https://github.com/boundedvariation/quantfin'>quantfin<\/a>","<a href='https://github.com/dppalomar/covFactorModel'>covFactorModel<\/a>","<a href='https://github.com/constverum/Quantdom'>Quantdom<\/a>","<a href='https://github.com/jeffrey-liang/quantitative'>quantitative<\/a>","<a href='https://github.com/femtotrader/TimeFrames.jl'>TimeFrames.jl<\/a>","<a href='https://github.com/deltaray-io/kelly-criterion'>Kelly-Criterion<\/a>","<a href='https://github.com/unageanu/jiji2'>Jiji<\/a>","<a href='https://github.com/avelkoski/FRB'>FRB<\/a>","<a href='https://github.com/dppalomar/sparseEigen'>sparseEigen<\/a>","<a href='https://github.com/RJT1990/pyflux'>PyFlux<\/a>","<a href='https://github.com/rsvp/fecon235'>fecon235<\/a>","<a href='https://github.com/rsvp/fecon235'>fecon235<\/a>","<a href='https://github.com/mgroncki/IPythonScripts'>IPythonScripts<\/a>","<a href='https://github.com/ebradyjobory/finance.js'>finance.js<\/a>","<a href='https://github.com/hongtaocai/googlefinance'>googlefinance<\/a>","<a href='https://github.com/quantrocket-llc/zipline-extensions'>zipline-extensions<\/a>","<a href='https://github.com/ryanmccrickerd/rough_bergomi'>rough_bergomi<\/a>","<a href='https://github.com/python-excel/xlwt'>xlwt<\/a>","<a href='https://github.com/federicomariamassari/willowtree'>willowtree<\/a>","<a href='https://github.com/femtotrader/pandas_talib'>pandas_talib<\/a>","<a href='https://github.com/ryanmccrickerd/frh-fx'>frh-fx<\/a>","<a href='https://github.com/robcarver17/pysystemtrade_examples'>pysystemtrade_examples<\/a>","<a href='https://github.com/jsmidt/QuantPy'>QuantPy<\/a>","<a href='https://github.com/federicomariamassari/financial-engineering'>financial-engineering<\/a>","<a href='https://github.com/johnbywater/quantdsl'>quantdsl<\/a>","<a href='https://github.com/MarcosCarreira/DermanPapers'>Derman Papers<\/a>","<a href='https://github.com/metaperl/binary-martingale'>binary-martingale<\/a>","<a href='https://github.com/femtotrader/TALib.jl'>TALib.jl<\/a>","<a href='https://github.com/yutiansut/QUANTAXIS_Webkit'>QUANTAXIS_Webkit<\/a>","<a href='https://github.com/dedwards25/Python_Option_Pricing'>Python_Option_Pricing<\/a>","<a href='https://github.com/skillachie/finsymbols'>finsymbols<\/a>","<a href='https://github.com/bpsmith/tia'>tia<\/a>","<a href='https://github.com/frankcash/Scala-Quant'>Scala Quant<\/a>","<a href='https://github.com/felixfan/FinCal'>FinCal<\/a>","<a href='https://github.com/aviks/Ito.jl'>Ito.jl<\/a>","<a href='https://github.com/achillesrasquinha/bulbea'>bulbea<\/a>","<a href='https://github.com/cgoldberg/ystockquote'>ystockquote<\/a>","<a href='https://github.com/wegamekinglc/VisualPortfolio'>VisualPortfolio<\/a>","<a href='https://github.com/edouardpoitras/NowTrade'>NowTrade<\/a>","<a href='https://github.com/quantmind/dynts'>dynts<\/a>","<a href='https://github.com/jangorecki/Rbitcoin'>Rbitcoin<\/a>","<a href='https://github.com/innes213/pyhoofinance'>pyhoofinance<\/a>","<a href='https://github.com/QuantSoftware/QuantSoftwareToolkit'>QuantSoftware Toolkit<\/a>","<a href='https://github.com/thalesians/pythalesians'>pythalesians<\/a>","<a href='https://github.com/ZachLiuGIS/stock_extractor'>stock_extractor<\/a>","<a href='https://github.com/joequant/algobroker'>algobroker<\/a>","<a 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class=\"display\">\n  <thead>\n    <tr>\n      <th> <\/th>\n      <th>project<\/th>\n      <th>section<\/th>\n      <th>last_commit<\/th>\n    <\/tr>\n  <\/thead>\n<\/table>","options":{"pageLength":50,"columnDefs":[{"orderable":false,"targets":0}],"order":[],"autoWidth":false,"orderClasses":false}},"evals":[],"jsHooks":[]}</script>
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diff --git a/docs/search.json b/docs/search.json
index ec136ee..1c51d12 100644
--- a/docs/search.json
+++ b/docs/search.json
@@ -172,7 +172,7 @@
     "href": "index.html#reproducing-works-training-books",
     "title": "Awesome Quant",
     "section": "Reproducing Works, Training & Books",
-    "text": "Reproducing Works, Training & Books\n\nDerman Papers - Notebooks that replicate original quantitative finance papers from Emanuel Derman.\nML-Quant - Top Quant resources like ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs.\nvolatility-trading - A complete set of volatility estimators based on Euan Sinclair’s Volatility Trading.\nquant - Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas.\nfecon235 - Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively.\nQuantitative-Notebooks - Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy\nQuantEcon - Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks\nFinanceHub - Resources for Quantitative Finance\nPython_Option_Pricing - An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options.\npython-training - J.P. Morgan’s Python training for business analysts and traders.\nStock_Analysis_For_Quant - Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau.\nalgorithmic-trading-with-python - Source code for Algorithmic Trading with Python (2020) by Chris Conlan.\nMEDIUM_NoteBook - Repository containing notebooks of cerlymarco’s posts on Medium.\nQuantFinance - Training materials in quantitative finance.\nIPythonScripts - Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning.\nComputational-Finance-Course - Materials for the course of Computational Finance.\nMachine-Learning-for-Asset-Managers - Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.\nPython-for-Finance-Cookbook - Python for Finance Cookbook, published by Packt.\nmodelos_vol_derivativos - “Modelos de Volatilidade para Derivativos” book’s Jupyter notebooks\nNMOF - Functions, examples and data from the first and the second edition of “Numerical Methods and Optimization in Finance” by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658).\npy4fi2nd - Jupyter Notebooks and code for Python for Finance (2nd ed., O’Reilly) by Yves Hilpisch.\naiif - Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O’Reilly) by Yves Hilpisch.\npy4at - Jupyter Notebooks and code for the book Python for Algorithmic Trading (O’Reilly) by Yves Hilpisch.\ndawp - Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.\ndx - DX Analytics | Financial and Derivatives Analytics with Python.\nQuantFinanceBook - Quantitative Finance book.\nrough_bergomi - A Python implementation of the rough Bergomi model.\nfrh-fx - A python implementation of the fast-reversion Heston model of Mechkov for FX purposes.\nValue Investing Studies - A collection of data analysis studies that examine the performance and characteristics of value investing over long periods of time.\nMachine Learning Asset Management - Machine Learning in Asset Management (by @firmai).\nDeep Learning Machine Learning Stock - Deep Learning and Machine Learning stocks represent a promising long-term or short-term opportunity for investors and traders.\nTechnical Analysis and Feature Engineering - Feature Engineering and Feature Importance of Machine Learning in Financial Market.\nDifferential Machine Learning and Axes that matter by Brian Huge and Antoine Savine - Implement, demonstrate, reproduce and extend the results of the Risk articles ‘Differential Machine Learning’ (2020) and ‘PCA with a Difference’ (2021) by Huge and Savine, and cover implementation details left out from the papers.\nsystematictradingexamples - Examples of code related to book Systematic Trading and blog\npysystemtrade_examples - Examples using pysystemtrade for Robert Carver’s blog.\nML_Finance_Codes - Machine Learning in Finance: From Theory to Practice Book\nHands-On Machine Learning for Algorithmic Trading - Hands-On Machine Learning for Algorithmic Trading, published by Packt\nfinancialnoob-misc - Codes from @financialnoob’s posts\nMesoSim Options Trading Strategy Library - Free and public Options Trading strategy library for MesoSim.\nQuant-Finance-With-Python-Code - Repo for code examples in Quantitative Finance with Python by Chris Kelliher"
+    "text": "Reproducing Works, Training & Books\n\nDerman Papers - Notebooks that replicate original quantitative finance papers from Emanuel Derman.\nML-Quant - Top Quant resources like ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs.\nvolatility-trading - A complete set of volatility estimators based on Euan Sinclair’s Volatility Trading.\nquant - Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas.\nfecon235 - Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively.\nQuantitative-Notebooks - Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy\nQuantEcon - Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks\nFinanceHub - Resources for Quantitative Finance\nPython_Option_Pricing - An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options.\npython-training - J.P. Morgan’s Python training for business analysts and traders.\nStock_Analysis_For_Quant - Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau.\nalgorithmic-trading-with-python - Source code for Algorithmic Trading with Python (2020) by Chris Conlan.\nMEDIUM_NoteBook - Repository containing notebooks of cerlymarco’s posts on Medium.\nQuantFinance - Training materials in quantitative finance.\nIPythonScripts - Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning.\nComputational-Finance-Course - Materials for the course of Computational Finance.\nMachine-Learning-for-Asset-Managers - Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.\nPython-for-Finance-Cookbook - Python for Finance Cookbook, published by Packt.\nmodelos_vol_derivativos - “Modelos de Volatilidade para Derivativos” book’s Jupyter notebooks\nNMOF - Functions, examples and data from the first and the second edition of “Numerical Methods and Optimization in Finance” by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658).\npy4fi2nd - Jupyter Notebooks and code for Python for Finance (2nd ed., O’Reilly) by Yves Hilpisch.\naiif - Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O’Reilly) by Yves Hilpisch.\npy4at - Jupyter Notebooks and code for the book Python for Algorithmic Trading (O’Reilly) by Yves Hilpisch.\ndawp - Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.\ndx - DX Analytics | Financial and Derivatives Analytics with Python.\nQuantFinanceBook - Quantitative Finance book.\nrough_bergomi - A Python implementation of the rough Bergomi model.\nfrh-fx - A python implementation of the fast-reversion Heston model of Mechkov for FX purposes.\nValue Investing Studies - A collection of data analysis studies that examine the performance and characteristics of value investing over long periods of time.\nMachine Learning Asset Management - Machine Learning in Asset Management (by @firmai).\nDeep Learning Machine Learning Stock - Deep Learning and Machine Learning stocks represent a promising long-term or short-term opportunity for investors and traders.\nTechnical Analysis and Feature Engineering - Feature Engineering and Feature Importance of Machine Learning in Financial Market.\nDifferential Machine Learning and Axes that matter by Brian Huge and Antoine Savine - Implement, demonstrate, reproduce and extend the results of the Risk articles ‘Differential Machine Learning’ (2020) and ‘PCA with a Difference’ (2021) by Huge and Savine, and cover implementation details left out from the papers.\nsystematictradingexamples - Examples of code related to book Systematic Trading and blog\npysystemtrade_examples - Examples using pysystemtrade for Robert Carver’s blog.\nML_Finance_Codes - Machine Learning in Finance: From Theory to Practice Book\nHands-On Machine Learning for Algorithmic Trading - Hands-On Machine Learning for Algorithmic Trading, published by Packt\nfinancialnoob-misc - Codes from @financialnoob’s posts\nMesoSim Options Trading Strategy Library - Free and public Options Trading strategy library for MesoSim.\nQuant-Finance-With-Python-Code - Repo for code examples in Quantitative Finance with Python by Chris Kelliher\nQuantFinanceTraining - This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference."
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diff --git a/index.qmd b/index.qmd
index 7c10ac8..4bf7bd4 100644
--- a/index.qmd
+++ b/index.qmd
@@ -501,3 +501,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [financialnoob-misc](https://github.com/financialnoob/misc) - Codes from @financialnoob's posts
 - [MesoSim Options Trading Strategy Library](https://github.com/deltaray-io/strategy-library) - Free and public Options Trading strategy library for MesoSim. 
 - [Quant-Finance-With-Python-Code](https://github.com/lingyixu/Quant-Finance-With-Python-Code) - Repo for code examples in Quantitative Finance with Python by Chris Kelliher
+- [QuantFinanceTraining](https://github.com/JoaoJungblut/QuantFinanceTraining) - This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.
\ No newline at end of file
diff --git a/projects.csv b/projects.csv
index d17d17e..4047c33 100644
--- a/projects.csv
+++ b/projects.csv
@@ -168,7 +168,7 @@ iexfinance,Python > Data Sources,2021-01-02,https://github.com/addisonlynch/iexf
 pyEX,Python > Data Sources,2023-09-11,https://github.com/timkpaine/pyEX,"Python interface to IEX with emphasis on pandas, support for streaming data, premium data, points data (economic, rates, commodities), and technical indicators.",True,False,timkpaine/pyEX
 alpaca-trade-api,Python > Data Sources,2023-09-11,https://github.com/alpacahq/alpaca-trade-api-python,Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution.,True,False,alpacahq/alpaca-trade-api-python
 metatrader5,Python > Data Sources,,https://pypi.org/project/MetaTrader5/,API Connector to MetaTrader 5 Terminal,False,False,
-akshare,Python > Data Sources,2023-12-05,https://github.com/jindaxiang/akshare,"AkShare is an elegant and simple financial data interface library for Python, built for human beings! <https://akshare.readthedocs.io>",True,False,jindaxiang/akshare
+akshare,Python > Data Sources,2023-12-06,https://github.com/jindaxiang/akshare,"AkShare is an elegant and simple financial data interface library for Python, built for human beings! <https://akshare.readthedocs.io>",True,False,jindaxiang/akshare
 yahooquery,Python > Data Sources,2023-10-28,https://github.com/dpguthrie/yahooquery,Python interface for retrieving data through unofficial Yahoo Finance API.,True,False,dpguthrie/yahooquery
 investpy,Python > Data Sources,2022-10-02,https://github.com/alvarobartt/investpy,Financial Data Extraction from Investing.com with Python! <https://investpy.readthedocs.io/>,True,False,alvarobartt/investpy
 yliveticker,Python > Data Sources,2021-04-29,https://github.com/yahoofinancelive/yliveticker,Live stream of market data from Yahoo Finance websocket.,True,False,yahoofinancelive/yliveticker
@@ -375,3 +375,4 @@ Hands-On Machine Learning for Algorithmic Trading,"Reproducing Works, Training &
 financialnoob-misc,"Reproducing Works, Training & Books",2023-06-06,https://github.com/financialnoob/misc,Codes from @financialnoob's posts,True,False,financialnoob/misc
 MesoSim Options Trading Strategy Library,"Reproducing Works, Training & Books",2023-11-24,https://github.com/deltaray-io/strategy-library,Free and public Options Trading strategy library for MesoSim. ,True,False,deltaray-io/strategy-library
 Quant-Finance-With-Python-Code,"Reproducing Works, Training & Books",2023-11-16,https://github.com/lingyixu/Quant-Finance-With-Python-Code,Repo for code examples in Quantitative Finance with Python by Chris Kelliher,True,False,lingyixu/Quant-Finance-With-Python-Code
+QuantFinanceTraining,"Reproducing Works, Training & Books",2023-11-24,https://github.com/JoaoJungblut/QuantFinanceTraining,"This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.",True,False,JoaoJungblut/QuantFinanceTraining