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Add etf-pattern-match-pybind11 to Time Series Analysis (#469)

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* Add etf-pattern-match-pybind11 to Time Series Analysis

* fix: split language tag Python, C++ into separate tags Python C++

Per maintainer request

Co-Authored-By: Claude <noreply@anthropic.com>

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Co-authored-by: Claude <noreply@anthropic.com>
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@@ -376,6 +376,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [gluon-ts](https://github.com/awslabs/gluon-ts) - `Python` - vProbabilistic time series modeling in Python.
- [OmniOracle](https://github.com/cesabici-bit/omni-oracle) - `Python` - Automatic discovery of non-trivial statistical relationships across 500+ time series from FRED, World Bank, EIA, and NOAA using mutual information screening, lagged MI directional testing, and FDR correction.
- [functime](https://github.com/functime-org/functime) - `Python` - Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
- [etf-pattern-match-pybind11](https://github.com/redamancy231-create/etf-pattern-match-pybind11) - `Python` `C++` - High-performance ETF pattern matching via DTW with cosine pre-filtering. 43× DTW and 58× pattern-match speedup over pure Python using pybind11/C++20. Includes Jupyter notebook with full algorithm walkthrough.
- [wasserstein-btc](https://github.com/AccursedGalaxy/wasserstein-btc) - `Python` - Distributional forecasting of crypto log-returns by tangent-space geodesic extrapolation on the 2-Wasserstein manifold (quantile-function coordinates). Walk-forward CRPS evaluation over 6.75 years across 4 assets × 3 horizons; benchmarked against classical baselines (Static / RW-Drift / HS-Bootstrap / GARCH-N / GARCH-t / GJR-GARCH-t) and a named-econometric panel (HAR-RV, CAViaR-SAV, Markov-switching Normal, FIGARCH, AR(1) Stochastic Volatility, bivariate VAR+GARCH). [Live dashboard](https://accursedgalaxy.github.io/wasserstein-btc/).
- [tseries](https://cran.r-project.org/web/packages/tseries/index.html) - `R` - Time Series Analysis and Computational Finance.
- [fGarch](https://cran.r-project.org/web/packages/fGarch/index.html) - `R` - Rmetrics - Autoregressive Conditional Heteroskedastic Modelling.