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docs/index.html

@@ -175,7 +175,7 @@ ul.task-list li input[type="checkbox"] {
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     <div class="quarto-title-meta-heading">Modified</div>
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-      <p class="date-modified">January 14, 2024</p>
+      <p class="date-modified">January 26, 2024</p>
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@@ -319,6 +319,8 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/nkaz001/hftbacktest">hftbacktest</a> - A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.</li>
 <li><a href="https://github.com/vnpy/vnpy">vnpy</a> - VeighNa is a Python-based open source quantitative trading system development framework.</li>
 <li><a href="https://github.com/asavinov/intelligent-trading-bot">Intelligent Trading Bot</a> - Automatically generating signals and trading based on machine learning and feature engineering</li>
+<li><a href="https://github.com/enzoampil/fastquant">fastquant</a> - fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code.</li>
+<li><a href="https://github.com/nautechsystems/nautilus_trader">nautilus_trader</a> - A high-performance algorithmic trading platform and event-driven backtester.</li>
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 <section id="risk-analysis" class="level3">
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 <li><a href="https://github.com/MathisWellmann/trade_aggregation-rs">TradeAggregation</a> - Aggregate trades into user-defined candles using information driven rules.</li>
 <li><a href="https://github.com/MathisWellmann/sliding_features-rs">SlidingFeatures</a> - Chainable tree-like sliding windows for signal processing and technical analysis.</li>
 <li><a href="https://github.com/avhz/RustQuant">RustQuant</a> - Quantitative finance library written in Rust.</li>
+<li><a href="https://github.com/Nnamdi-sys/finalytics">finalytics</a> - A rust library for financial data analysis.</li>
 </ul>
 </section>
 <section id="reproducing-works-training-books" class="level2">
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 <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>
+<li><a href="https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization">Statistical-Learning-based-Portfolio-Optimization</a> - This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).</li>
 </ul>