From b4f0da56f33cae0a5e10e0c4d1426d47066a2da8 Mon Sep 17 00:00:00 2001 From: diogopublio Date: Tue, 3 Nov 2020 12:37:21 -0300 Subject: [PATCH 1/2] Update README.md --- README.md | 3 +++ 1 file changed, 3 insertions(+) diff --git a/README.md b/README.md index 94c538b..a0c7361 100644 --- a/README.md +++ b/README.md @@ -96,6 +96,8 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [algorithmic-trading-with-python](https://github.com/chrisconlan/algorithmic-trading-with-python) - Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data. - [DeepDow](https://github.com/jankrepl/deepdow) - Portfolio optimization with deep learning + + ### Risk Analysis - [pyfolio](https://github.com/quantopian/pyfolio) - Portfolio and risk analytics in Python. @@ -109,6 +111,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ### Factor Analysis - [alphalens](https://github.com/quantopian/alphalens) - Performance analysis of predictive alpha factors. +- [Spectre](https://github.com/Heerozh/spectre) - GPU-accelerated Factors analysis library and Backtester ### Time Series From 3a22c8b8894ea84026934e482cb7f21a51588d2e Mon Sep 17 00:00:00 2001 From: diogopublio Date: Tue, 3 Nov 2020 12:42:14 -0300 Subject: [PATCH 2/2] Update README.md --- README.md | 2 -- 1 file changed, 2 deletions(-) diff --git a/README.md b/README.md index a0c7361..671f7e3 100644 --- a/README.md +++ b/README.md @@ -96,8 +96,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [algorithmic-trading-with-python](https://github.com/chrisconlan/algorithmic-trading-with-python) - Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data. - [DeepDow](https://github.com/jankrepl/deepdow) - Portfolio optimization with deep learning - - ### Risk Analysis - [pyfolio](https://github.com/quantopian/pyfolio) - Portfolio and risk analytics in Python.