diff --git a/README.md b/README.md index 57dc0ba..99bbd9e 100644 --- a/README.md +++ b/README.md @@ -218,6 +218,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [tsmoothie](https://github.com/cerlymarco/tsmoothie) - A python library for time-series smoothing and outlier detection in a vectorized way. - [pmdarima](https://github.com/alkaline-ml/pmdarima) - A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function. - [gluon-ts](https://github.com/awslabs/gluon-ts) - vProbabilistic time series modeling in Python. +- [OmniOracle](https://github.com/cesabici-bit/omni-oracle) - Automatic discovery of non-trivial statistical relationships across 500+ time series from FRED, World Bank, EIA, and NOAA using mutual information screening, Granger causality, and FDR correction. - [functime](https://github.com/functime-org/functime) - Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data. ### Calendars