deploy: e374d4a47e

index.html

@@ -169,6 +169,7 @@ ul.task-list li input[type="checkbox"] {
   <li><a href="#csharp" id="toc-csharp" class="nav-link" data-scroll-target="#csharp">CSharp</a></li>
   <li><a href="#rust" id="toc-rust" class="nav-link" data-scroll-target="#rust">Rust</a></li>
   <li><a href="#reproducing-works-training-books" id="toc-reproducing-works-training-books" class="nav-link" data-scroll-target="#reproducing-works-training-books">Reproducing Works, Training &amp; Books</a></li>
+  <li><a href="#related-lists" id="toc-related-lists" class="nav-link" data-scroll-target="#related-lists">Related Lists</a></li>
   </ul>
 </nav>
     </div>
@@ -258,6 +259,7 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/attack68/rateslib">rateslib</a> - A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps.</li>
 <li><a href="https://github.com/jkirkby3/fypy">fypy</a> - Vanilla and exotic option pricing library to support quantitative R&amp;D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.</li>
 <li><a href="https://github.com/joseprupi/quantraserver">quantra</a> High-performance pricing engine built on QuantLib. It exposes QuantLib’s functionality through gRPC and REST APIs, enabling distributed computations with FlatBuffers serialization.</li>
+<li><a href="https://github.com/rgaveiga/optionlab">optionlab</a> - A Python library for evaluating option trading strategies.</li>
 </ul>
 </section>
 <section id="indicators" class="level3">
@@ -292,7 +294,6 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/gbeced/pyalgotrade">pyalgotrade</a> - Python Algorithmic Trading Library.</li>
 <li><a href="https://github.com/gbeced/basana">basana</a> - A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.</li>
 <li><a href="https://pypi.org/project/tradingWithPython/">tradingWithPython</a> - A collection of functions and classes for Quantitative trading.</li>
-<li><a href="https://github.com/twopirllc/pandas-ta">Pandas TA</a> - Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies.</li>
 <li><a href="https://github.com/bukosabino/ta">ta</a> - Technical Analysis Library using Pandas (Python)</li>
 <li><a href="https://github.com/joequant/algobroker">algobroker</a> - This is an execution engine for algo trading.</li>
 <li><a href="https://pypi.org/project/pysentosa/">pysentosa</a> - Python API for sentosa trading system.</li>
@@ -360,6 +361,9 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://daytradingbench.com">DayTradingBench</a> - Live autonomous benchmark that evaluates LLM trading performance on DAX and Nasdaq indices using identical strategies and real-time market data. API access available.</li>
 <li><a href="https://cointester.io">CoinTester</a> - No-code crypto backtesting platform with 100+ indicators, AI sentiment signals, and 5+ years of historical data across 1,000+ trading pairs.</li>
 <li><a href="https://github.com/JustinGuese/python_tradingbot_framework">PythonTradingFramework</a> <img src="https://img.shields.io/github/last-commit/JustinGuese/python_tradingbot_framework/main.png" class="img-fluid" alt="Github last commit (branch)"> - Python algorithmic trading bot framework for Kubernetes: backtesting, hyperparameter optimization, 150+ technical analysis indicators (RSI, MACD, Bollinger Bands, ADX), portfolio management, PostgreSQL integration, Helm deployment, CronJob scheduling. Minimal overhead, production-ready, Yahoo Finance data.</li>
+<li><a href="https://github.com/squidKid-deluxe/QTradeX-AI-Agents">QTradeX-AI-Agents</a> - Example strategies for the QTradeX platfrom.</li>
+<li><a href="https://github.com/squidKid-deluxe/QTradeX-Algo-Trading-SDK">QTradeX-Algo-Trading-SDK</a> - AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines.</li>
+<li><a href="https://github.com/ts-kontakt/antback">antback</a> - A lightweight, event-loop-style backtest engine that allows a function-driven imperative style using efficient stateful helper functions and data containers.</li>
 </ul>
 </section>
 <section id="risk-analysis" class="level3">
@@ -394,6 +398,7 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/quantopian/alphalens">alphalens</a> - Performance analysis of predictive alpha factors.</li>
 <li><a href="https://github.com/stefan-jansen/alphalens-reloaded">alphalens-reloaded</a> - Performance analysis of predictive (alpha) stock factors.</li>
 <li><a href="https://github.com/Heerozh/spectre">Spectre</a> - GPU-accelerated Factors analysis library and Backtester</li>
+<li><a href="https://github.com/husainm97/quant-lab-alpha">quant-lab-alpha</a> - Open-source investment analytics platform bridging academic research and retail finance.</li>
 </ul>
 </section>
 <section id="sentiment-analysis" class="level3">
@@ -510,6 +515,7 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://nikhilxsunder.github.io/edgar-sec/">edgar-sec</a> - EDGAR Financial data API with preprocessed dataclass outputs.</li>
 <li><a href="https://github.com/dgunning/edgartools">edgartools</a> - AI-native SEC EDGAR library with XBRL financials, clean text extraction, 17+ typed forms, and pandas DataFrames.</li>
 <li><a href="https://fxmacrodata.com/">FXMacroData</a> - Real-time forex macroeconomic API for all major currency pairs sourced from central bank announcements.</li>
+<li><a href="https://github.com/mcdallas/wallstreet">wallstreet</a> - Real time stock and option data.</li>
 </ul>
 </section>
 <section id="excel-integration" class="level3">
@@ -892,7 +898,13 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://www.tidy-finance.org/">Tidy Finance</a> - An opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages (Python and R) to enable the reproducible implementation of financial research projects for students and practitioners.</li>
 <li><a href="https://github.com/jgatheral/RoughVolatilityWorkshop">RoughVolatilityWorkshop</a> - 2024 QuantMind’s Rough Volatility Workshop lectures.</li>
 <li><a href="https://github.com/boyboi86/AFML">AFML</a> - All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.</li>
-<li><a href="https://github.com/usdaud/algotradinglib.github.io">AlgoTradingLib</a> - A catalog of algorithmic trading libraries, frameworks, strategies, and educational materials.</li>
+<li><a href="https://github.com/usdaud/algotradinglib.github.io">AlgoTradingLib</a> - A catalog of algorithmic trading libraries, frameworks, strategies, and educational materials. Add Prop Trader Compass to Risk Management tools</li>
+</ul>
+</section>
+<section id="related-lists" class="level2">
+<h2 class="anchored" data-anchor-id="related-lists">Related Lists</h2>
+<ul>
+<li><a href="https://github.com/vibeyclaw/awesome-sec-filings">awesome-sec-filings</a> - A curated list of tools, data sources, libraries, and resources for working with SEC filings (13F, 10-K, 10-Q, 8-K).</li>
 </ul>