diff --git a/index.html b/index.html
index 8f67853..dd61e34 100644
--- a/index.html
+++ b/index.html
@@ -190,7 +190,7 @@ ul.task-list li input[type="checkbox"] {
     <div>
     <div class="quarto-title-meta-heading">Modified</div>
     <div class="quarto-title-meta-contents">
-      <p class="date-modified">September 13, 2025</p>
+      <p class="date-modified">September 14, 2025</p>
     </div>
   </div>
     
diff --git a/projects.html b/projects.html
index 98eeea0..3f4d363 100644
--- a/projects.html
+++ b/projects.html
@@ -158,8 +158,8 @@ ul.task-list li input[type="checkbox"] {
 Table&nbsp;1: Projects
 </figcaption>
 <div aria-describedby="tbl-projects-caption-0ceaefa1-69ba-4598-a22c-09a6ac19f8ca">
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href='https://github.com/microsoft/qlib'>Qlib<\/a>","<a href='https://github.com/nkaz001/hftbacktest'>hftbacktest<\/a>","<a href='https://github.com/Marigold/universal-portfolios'>universal-portfolios<\/a>","<a href='https://github.com/jindaxiang/akshare'>akshare<\/a>","<a href='https://github.com/man-group/ArcticDB'>ArcticDB<\/a>","<a href='https://github.com/jesse-ai/jesse'>jesse<\/a>","<a href='https://github.com/quarkfin/qf-lib'>qf-lib<\/a>","<a href='https://github.com/ranaroussi/yfinance'>yfinance<\/a>","<a href='https://github.com/Rdatatable/data.table'>data.table<\/a>","<a href='https://github.com/OpenBB-finance/OpenBBTerminal'>OpenBB Terminal<\/a>","<a href='https://github.com/nardew/talipp'>talipp<\/a>","<a href='https://github.com/fasiondog/hikyuu'>Hikyuu<\/a>","<a href='https://github.com/bashtage/arch'>ARCH<\/a>","<a href='https://github.com/JuliaData/DataFrames.jl'>DataFrames.jl<\/a>","<a href='https://github.com/fasiondog/hikyuu'>Hikyuu<\/a>","<a href='https://github.com/pmorissette/ffn'>ffn<\/a>","<a href='https://github.com/skfolio/skfolio'>skfolio<\/a>","<a href='https://github.com/coding-kitties/investing-algorithm-framework'>Investing algorithm framework<\/a>","<a href='https://github.com/pmorissette/bt'>bt<\/a>","<a href='https://github.com/timkpaine/aat'>aat<\/a>","<a href='https://github.com/facebook/prophet'>Facebook Prophet<\/a>","<a href='https://github.com/oliviermilla/Lucky.jl'>Lucky.jl<\/a>","<a href='https://github.com/lballabio/QuantLib'>QuantLib<\/a>","<a href='https://github.com/lballabio/QuantLib'>QuantLib<\/a>","<a href='https://github.com/zvtvz/zvt'>zvt<\/a>","<a href='https://github.com/asavinov/intelligent-trading-bot'>Intelligent Trading Bot<\/a>","<a href='https://github.com/JerBouma/FinanceDatabase'>FinanceDatabase<\/a>","<a href='https://github.com/StockSharp/StockSharp'>StockSharp<\/a>","<a href='https://github.com/lit26/finvizfinance'>finvizfinance<\/a>","<a href='https://github.com/jgatheral/RoughVolatilityWorkshop'>RoughVolatilityWorkshop<\/a>","<a href='https://github.com/domokane/FinancePy'>FinancePy<\/a>","<a href='https://github.com/ranaroussi/quantstats'>quantstats<\/a>","<a href='https://github.com/ricequant/rqalpha'>rqalpha<\/a>","<a href='https://github.com/mrjbq7/ta-lib'>TA-Lib<\/a>","<a href='https://github.com/JuliaStats/TimeSeries.jl'>TimeSeries.jl<\/a>","<a href='https://github.com/ta4j/ta4j'>ta4j<\/a>","<a href='https://github.com/gbeced/basana'>basana<\/a>","<a href='https://github.com/PythonCharmers/QuantFinance'>QuantFinance<\/a>","<a href='https://github.com/ArturSepp/QuantInvestStrats'>QuantInvestStrats<\/a>","<a href='https://github.com/avhz/RustQuant'>RustQuant<\/a>","<a href='https://github.com/rsheftel/pandas_market_calendars'>pandas_market_calendars<\/a>","<a href='https://github.com/alexiosg/rmgarch'>rmgarch<\/a>","<a href='https://github.com/blue-yonder/tsfresh'>tsfresh<\/a>","<a href='https://github.com/tradingstrategy-ai/getting-started'>Trading Strategy<\/a>","<a href='https://github.com/business-science/timetk'>timetk<\/a>","<a href='https://github.com/yellowbean/AbsBox'>AbsBox<\/a>","<a href='https://github.com/business-science/tidyquant'>tidyquant<\/a>","<a href='https://github.com/FinanceData/FinanceDataReader'>FinanceDataReader<\/a>","<a href='https://github.com/auto-differentiation/QuantLib-Risks-Cpp'>QuantLibRisks<\/a>","<a href='https://github.com/ssantoshp/Empyrial'>Empyrial<\/a>","<a href='https://github.com/Nnamdi-sys/finalytics'>finalytics<\/a>","<a href='https://github.com/ScottfreeLLC/AlphaPy'>AlphaPy<\/a>","<a href='https://github.com/MathisWellmann/sliding_features-rs'>SlidingFeatures<\/a>","<a href='https://github.com/AI4Finance-LLC/FinRL-Library'>FinRL-Library<\/a>","<a href='https://github.com/braverock/PerformanceAnalytics'>PerformanceAnalytics<\/a>","<a href='https://github.com/enthought/pyql'>PyQL<\/a>","<a 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href='https://github.com/joshuaulrich/xts'>xts<\/a>","<a href='https://github.com/ropensci/rb3'>rb3<\/a>","<a href='https://github.com/amaggiulli/qlnet'>QLNet<\/a>","<a href='https://github.com/man-group/dtale'>D-Tale<\/a>","<a href='https://github.com/focus1691/chart-patterns'>chart-patterns<\/a>","<a href='https://github.com/stefan-jansen/empyrical-reloaded'>empyrical-reloaded<\/a>","<a href='https://github.com/RomelTorres/alpha_vantage'>alpha_vantage<\/a>","<a href='https://github.com/polygon-io/client-python'>polygon.io<\/a>","<a href='https://github.com/cuemacro/findatapy'>findatapy<\/a>","<a href='https://github.com/barter-rs/barter-rs'>Barter<\/a>","<a href='https://github.com/MathisWellmann/trade_aggregation-rs'>TradeAggregation<\/a>","<a href='https://github.com/felixfan/FinCal'>FinCal<\/a>","<a href='https://github.com/akashaero/Intrinsic-Value-Calculator'>Intrinsic-Value-Calculator<\/a>","<a href='https://github.com/edtechre/pybroker'>PyBroker<\/a>","<a href='https://github.com/hydrosquall/tiingo-python'>tiingo<\/a>","<a href='https://github.com/tidy-finance/r-tidyfinance'>tidyfinance<\/a>","<a href='https://github.com/vnpy/vnpy'>vnpy<\/a>","<a href='https://github.com/alexiosg/rugarch'>rugarch<\/a>","<a href='https://github.com/python-excel/xlrd'>xlrd<\/a>","<a href='https://github.com/Drakkar-Software/OctoBot-Script'>OctoBot Script<\/a>","<a href='https://github.com/MathisWellmann/lfest-rs'>LFEST<\/a>","<a href='https://github.com/yhilpisch/py4fi2nd'>py4fi2nd<\/a>","<a href='https://github.com/stefan-jansen/pyfolio-reloaded'>pyfolio-reloaded<\/a>","<a href='https://github.com/stefan-jansen/alphalens-reloaded'>alphalens-reloaded<\/a>","<a href='https://github.com/msperlin/GetTDData'>GetTDData<\/a>","<a href='https://github.com/maread99/market_prices'>market-prices<\/a>","<a href='https://github.com/maread99/market_analy'>market-analy<\/a>","<a href='https://github.com/dpguthrie/yahooquery'>yahooquery<\/a>","<a href='https://github.com/crypto-lake/lake-api'>lake-api<\/a>","<a href='https://github.com/joshuaulrich/TTR'>TTR<\/a>","<a href='https://github.com/dedwards25/Python_Option_Pricing'>Python_Option_Pricing<\/a>","<a href='https://github.com/fja05680/pinkfish'>pinkfish<\/a>","<a href='https://github.com/shashankvemuri/Finance'>Finance<\/a>","<a href='https://github.com/braverock/PortfolioAnalytics'>PortfolioAnalytics<\/a>","<a href='https://github.com/wilsonfreitas/R-fixedincome'>R-fixedincome<\/a>","<a href='https://github.com/kieran-mackle/AutoTrader'>AutoTrader<\/a>","<a href='https://github.com/LastAncientOne/Stock_Analysis_For_Quant'>Stock_Analysis_For_Quant<\/a>","<a href='https://github.com/highfestiva/finplot'>finplot<\/a>","<a href='https://github.com/mr-easy/streaming_indicators'>streaming_indicators<\/a>","<a href='https://github.com/eddelbuettel/rquantlib'>RQuantLib<\/a>","<a href='https://github.com/eddelbuettel/rquantlib'>RQuantLib<\/a>","<a href='https://github.com/wilsonfreitas/python-bcb'>python-bcb<\/a>","<a href='https://github.com/JuliaQuant/MarketData.jl'>MarketData.jl<\/a>","<a href='https://github.com/Heerozh/spectre'>Spectre<\/a>","<a href='https://github.com/LechGrzelak/QuantFinanceBook'>QuantFinanceBook<\/a>","<a href='https://github.com/yhilpisch/dx'>dx<\/a>","<a href='https://github.com/pydata/pandas-datareader'>pandas-datareader<\/a>","<a href='https://github.com/ymyke/pypme'>pypme<\/a>","<a href='https://github.com/Rblp/Rblpapi'>Rblpapi<\/a>","<a href='https://github.com/focus1691/orderflow'>orderflow<\/a>","<a href='https://github.com/jensnesten/rust_bt'>rust_bt<\/a>","<a href='https://github.com/google/tf-quant-finance'>tf-quant-finance<\/a>","<a href='https://github.com/ymyke/tessa'>tessa<\/a>","<a href='https://github.com/cuemacro/finmarketpy'>finmarketpy<\/a>","<a href='https://github.com/femtotrader/TimeFrames.jl'>TimeFrames.jl<\/a>","<a href='https://github.com/davidastephens/pandas-finance'>pandas-finance<\/a>","<a href='https://github.com/jkirkby3/fypy'>fypy<\/a>","<a href='https://github.com/yutiansut/quantaxis'>QUANTAXIS<\/a>","<a href='https://github.com/cinar/indicatorts'>IndicatorTS<\/a>","<a href='https://github.com/jrmeier/fast-trade'>fast-trade<\/a>","<a href='https://github.com/jrmeier/fast-trade'>fast-trade<\/a>","<a href='https://github.com/rafa-rod/pytrendseries'>pytrendseries<\/a>","<a href='https://github.com/emoen/Machine-Learning-for-Asset-Managers'>Machine-Learning-for-Asset-Managers<\/a>","<a href='https://github.com/theOGognf/finagg'>finagg<\/a>","<a href='https://github.com/wilsonfreitas/R-bizdays'>bizdays<\/a>","<a href='https://github.com/wilsonfreitas/python-bizdays'>bizdays<\/a>","<a href='https://github.com/lsbardel/ccy'>ccy<\/a>","<a href='https://github.com/Blankly-Finance/Blankly'>Blankly<\/a>","<a href='https://github.com/matthewgilbert/pdblp'>pdblp<\/a>","<a href='https://github.com/braverock/blotter'>blotter<\/a>","<a href='https://github.com/braverock/FactorAnalytics'>FactorAnalytics<\/a>","<a href='https://github.com/bbcho/risktools-dev'>risktools<\/a>","<a href='https://github.com/fremantle-capital/tai'>Tai<\/a>","<a href='https://github.com/Boulder-Investment-Technologies/lppls'>lppls<\/a>","<a href='https://github.com/tardis-dev/tardis-python'>tardis-python<\/a>","<a href='https://github.com/business-science/tibbletime'>tibbletime<\/a>","<a href='https://github.com/robertmartin8/PyPortfolioOpt'>PyPortfolioOpt<\/a>","<a href='https://github.com/jkirkby3/PROJ_Option_Pricing_Matlab'>PROJ_Option_Pricing_Matlab<\/a>","<a href='https://github.com/eddelbuettel/td'>td<\/a>","<a href='https://github.com/alkaline-ml/pmdarima'>pmdarima<\/a>","<a href='https://github.com/jasonstrimpel/volatility-trading'>volatility-trading<\/a>","<a href='https://github.com/cerlymarco/MEDIUM_NoteBook'>MEDIUM_NoteBook<\/a>","<a href='https://github.com/boyboi86/AFML'>AFML<\/a>","<a href='https://github.com/financialnoob/misc'>financialnoob-misc<\/a>","<a href='https://github.com/dgerlanc/portfolio'>portfolio<\/a>","<a href='https://github.com/quantrocket-llc/moonshot'>moonshot<\/a>","<a href='https://github.com/KVignesh122/AssetNewsSentimentAnalyzer'>Asset News Sentiment Analyzer<\/a>","<a href='https://github.com/mhallsmoore/qstrader'>QSTrader<\/a>","<a href='https://github.com/xKDR/TSFrames.jl'>TSFrames.jl<\/a>","<a href='https://github.com/alexgolec/tda-api'>tda-api<\/a>","<a href='https://github.com/functime-org/functime'>functime<\/a>","<a href='https://github.com/gnzsnz/jupyter-quant'>Jupyter Quant<\/a>","<a href='https://github.com/dppalomar/riskparity.py'>riskparity.py<\/a>","<a href='https://github.com/auto-differentiation/xad-py'>XAD<\/a>","<a href='https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization'>Statistical-Learning-based-Portfolio-Optimization<\/a>","<a href='https://github.com/bsdz/yabte'>YABTE<\/a>","<a href='https://github.com/CompendiumFi/PENDAX-SDK'>PENDAX<\/a>","<a href='https://github.com/deltaray-io/strategy-library'>MesoSim Options Trading Strategy Library<\/a>","<a href='https://github.com/auto-differentiation/QuantLib-Risks-Py'>QuantLibRisks<\/a>","<a href='https://github.com/matplotlib/mplfinance'>mplfinance<\/a>","<a href='https://github.com/mcdallas/wallstreet'>wallstreet<\/a>","<a href='https://github.com/LechGrzelak/Computational-Finance-Course'>Computational-Finance-Course<\/a>","<a href='https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock'>Deep Learning Machine Learning Stock<\/a>","<a href='https://github.com/JoaoJungblut/QuantFinanceTraining'>QuantFinanceTraining<\/a>","<a href='https://github.com/jo-cho/Technical_Analysis_and_Feature_Engineering'>Technical Analysis and Feature Engineering<\/a>","<a href='https://github.com/timkpaine/pyEX'>pyEX<\/a>","<a href='https://github.com/bbcho/finoptions-dev'>finoptions<\/a>","<a href='https://github.com/jankrepl/deepdow'>DeepDow<\/a>","<a href='https://github.com/wilsonfreitas/rbcb'>rbcb<\/a>","<a href='https://github.com/alpacahq/alpaca-trade-api-python'>alpaca-trade-api<\/a>","<a href='https://github.com/TomasKoutek/pystlouisfed'>pystlouisfed<\/a>","<a href='https://github.com/alpha-miner/Finance-Python'>Finance-Python<\/a>","<a href='https://github.com/JuliaComputing/Miletus.jl'>Miletus.jl<\/a>","<a href='https://github.com/jpmorganchase/python-training'>python-training<\/a>","<a href='https://github.com/cerlymarco/tsmoothie'>tsmoothie<\/a>","<a href='https://github.com/lingyixu/Quant-Finance-With-Python-Code'>Quant-Finance-With-Python-Code<\/a>","<a href='https://github.com/abbass2/pyqstrat'>pyqstrat<\/a>","<a href='https://github.com/bukosabino/ta'>ta<\/a>","<a href='https://github.com/jmrichardson/tuneta'>TuneTA<\/a>","<a href='https://github.com/yhilpisch/aiif'>aiif<\/a>","<a href='https://github.com/yhilpisch/py4at'>py4at<\/a>","<a href='https://github.com/enzoampil/fastquant'>fastquant<\/a>","<a href='https://github.com/braverock/quantstrat'>quantstrat<\/a>","<a href='https://github.com/fmilthaler/FinQuant'>FinQuant<\/a>","<a href='https://github.com/ysaporito/modelos_vol_derivativos'>modelos_vol_derivativos<\/a>","<a href='https://github.com/dppalomar/sparseIndexTracking'>sparseIndexTracking<\/a>","<a href='https://github.com/barnumbirr/coinmarketcap'>coinmarketcap<\/a>","<a href='https://github.com/backtrader/backtrader'>backtrader<\/a>","<a href='https://github.com/RomanMichaelPaolucci/Q-Fin'>Q-Fin<\/a>","<a href='https://github.com/vollib/vollib'>vollib<\/a>","<a href='https://github.com/NVentimiglia/TDAmeritrade.DotNetCore'>TDAmeritrade.DotNetCore<\/a>","<a href='https://github.com/gbeced/pyalgotrade'>pyalgotrade<\/a>","<a href='https://github.com/stefan-jansen/machine-learning-for-trading'>machine-learning-for-trading<\/a>","<a href='https://github.com/dr-leo/pandaSDMX'>pandaSDMX<\/a>","<a href='https://github.com/PacktPublishing/Python-for-Finance-Cookbook'>Python-for-Finance-Cookbook<\/a>","<a href='https://github.com/packtpublishing/hands-on-machine-learning-for-algorithmic-trading'>Hands-On Machine Learning for Algorithmic Trading<\/a>","<a href='https://github.com/DrAshBooth/PyLOB'>PyLOB<\/a>","<a href='https://github.com/dysonance/Indicators.jl'>Indicators.jl<\/a>","<a href='https://github.com/matrix-profile-foundation/matrixprofile'>matrixprofile<\/a>","<a href='https://github.com/dbrojas/optlib'>optlib<\/a>","<a href='https://github.com/dppalomar/riskParityPortfolio'>riskParityPortfolio<\/a>","<a href='https://github.com/attack68/book_irds3'>book_irds3<\/a>","<a href='https://github.com/differential-machine-learning/notebooks'>Differential Machine Learning and Axes that matter by Brian Huge and Antoine Savine<\/a>","<a href='https://github.com/alvarobartt/investpy'>investpy<\/a>","<a href='https://github.com/MarcusRainbow/Haxcel'>Haxcel<\/a>","<a href='https://github.com/AlbertoAlmuinha/garchmodels'>garchmodels<\/a>","<a href='https://github.com/lequant40/portfolio_allocation_js'>portfolio-allocation<\/a>","<a href='https://github.com/peerchemist/finta'>finta<\/a>","<a href='https://github.com/ram-ki/101_formulaic_alphas'>101_formulaic_alphas<\/a>","<a href='https://github.com/LenkaV/CIF'>cif<\/a>","<a href='https://github.com/fremantle-industries/workbench'>Workbench<\/a>","<a href='https://github.com/fremantle-industries/prop'>Prop<\/a>","<a href='https://github.com/ynouri/pysabr'>pysabr<\/a>","<a href='https://github.com/alpacahq/pylivetrader'>pylivetrader<\/a>","<a href='https://github.com/alpacahq/pipeline-live'>pipeline-live<\/a>","<a href='https://github.com/dysonance/Temporal.jl'>Temporal.jl<\/a>","<a href='https://github.com/firmai/machine-learning-asset-management'>Machine Learning Asset Management<\/a>","<a 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href='https://github.com/quantsbin/Quantsbin'>Quantsbin<\/a>","<a href='https://github.com/yahoofinancelive/yliveticker'>yliveticker<\/a>","<a href='https://github.com/ajhpark/ib_nope'>ib_nope<\/a>","<a href='https://github.com/dysonance/Strategems.jl'>Strategems.jl<\/a>","<a href='https://github.com/ranaroussi/qtpylib'>qtpylib<\/a>","<a href='https://github.com/yhilpisch/dawp'>dawp<\/a>","<a href='https://github.com/GriffinAustin/pynance'>pynance<\/a>","<a href='https://github.com/huseinzol05/Stock-Prediction-Models'>Stock-Prediction-Models<\/a>","<a href='https://github.com/addisonlynch/iexfinance'>iexfinance<\/a>","<a href='https://github.com/quantopian/zipline'>zipline<\/a>","<a href='https://github.com/quantopian/empyrical'>empyrical<\/a>","<a href='https://github.com/tradytics/eiten'>Eiten<\/a>","<a href='https://github.com/robcarver17/systematictradingexamples'>systematictradingexamples<\/a>","<a href='https://github.com/foolcage/fooltrader'>fooltrader<\/a>","<a 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href='https://github.com/femtotrader/TimeFrames.jl'>TimeFrames.jl<\/a>","<a href='https://github.com/davidastephens/pandas-finance'>pandas-finance<\/a>","<a href='https://github.com/jkirkby3/fypy'>fypy<\/a>","<a href='https://github.com/yutiansut/quantaxis'>QUANTAXIS<\/a>","<a href='https://github.com/cinar/indicatorts'>IndicatorTS<\/a>","<a href='https://github.com/jrmeier/fast-trade'>fast-trade<\/a>","<a href='https://github.com/jrmeier/fast-trade'>fast-trade<\/a>","<a href='https://github.com/rafa-rod/pytrendseries'>pytrendseries<\/a>","<a href='https://github.com/emoen/Machine-Learning-for-Asset-Managers'>Machine-Learning-for-Asset-Managers<\/a>","<a href='https://github.com/theOGognf/finagg'>finagg<\/a>","<a href='https://github.com/wilsonfreitas/R-bizdays'>bizdays<\/a>","<a href='https://github.com/wilsonfreitas/python-bizdays'>bizdays<\/a>","<a href='https://github.com/lsbardel/ccy'>ccy<\/a>","<a href='https://github.com/Blankly-Finance/Blankly'>Blankly<\/a>","<a href='https://github.com/matthewgilbert/pdblp'>pdblp<\/a>","<a href='https://github.com/braverock/blotter'>blotter<\/a>","<a href='https://github.com/braverock/FactorAnalytics'>FactorAnalytics<\/a>","<a href='https://github.com/bbcho/risktools-dev'>risktools<\/a>","<a href='https://github.com/fremantle-capital/tai'>Tai<\/a>","<a href='https://github.com/Boulder-Investment-Technologies/lppls'>lppls<\/a>","<a href='https://github.com/tardis-dev/tardis-python'>tardis-python<\/a>","<a href='https://github.com/business-science/tibbletime'>tibbletime<\/a>","<a href='https://github.com/robertmartin8/PyPortfolioOpt'>PyPortfolioOpt<\/a>","<a href='https://github.com/jkirkby3/PROJ_Option_Pricing_Matlab'>PROJ_Option_Pricing_Matlab<\/a>","<a href='https://github.com/eddelbuettel/td'>td<\/a>","<a href='https://github.com/alkaline-ml/pmdarima'>pmdarima<\/a>","<a href='https://github.com/jasonstrimpel/volatility-trading'>volatility-trading<\/a>","<a href='https://github.com/cerlymarco/MEDIUM_NoteBook'>MEDIUM_NoteBook<\/a>","<a href='https://github.com/boyboi86/AFML'>AFML<\/a>","<a href='https://github.com/financialnoob/misc'>financialnoob-misc<\/a>","<a href='https://github.com/dgerlanc/portfolio'>portfolio<\/a>","<a href='https://github.com/quantrocket-llc/moonshot'>moonshot<\/a>","<a href='https://github.com/KVignesh122/AssetNewsSentimentAnalyzer'>Asset News Sentiment Analyzer<\/a>","<a href='https://github.com/mhallsmoore/qstrader'>QSTrader<\/a>","<a href='https://github.com/xKDR/TSFrames.jl'>TSFrames.jl<\/a>","<a href='https://github.com/alexgolec/tda-api'>tda-api<\/a>","<a href='https://github.com/functime-org/functime'>functime<\/a>","<a href='https://github.com/gnzsnz/jupyter-quant'>Jupyter Quant<\/a>","<a href='https://github.com/dppalomar/riskparity.py'>riskparity.py<\/a>","<a href='https://github.com/auto-differentiation/xad-py'>XAD<\/a>","<a href='https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization'>Statistical-Learning-based-Portfolio-Optimization<\/a>","<a href='https://github.com/bsdz/yabte'>YABTE<\/a>","<a href='https://github.com/CompendiumFi/PENDAX-SDK'>PENDAX<\/a>","<a href='https://github.com/deltaray-io/strategy-library'>MesoSim Options Trading Strategy Library<\/a>","<a href='https://github.com/auto-differentiation/QuantLib-Risks-Py'>QuantLibRisks<\/a>","<a href='https://github.com/matplotlib/mplfinance'>mplfinance<\/a>","<a href='https://github.com/mcdallas/wallstreet'>wallstreet<\/a>","<a href='https://github.com/LechGrzelak/Computational-Finance-Course'>Computational-Finance-Course<\/a>","<a href='https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock'>Deep Learning Machine Learning Stock<\/a>","<a href='https://github.com/JoaoJungblut/QuantFinanceTraining'>QuantFinanceTraining<\/a>","<a href='https://github.com/jo-cho/Technical_Analysis_and_Feature_Engineering'>Technical Analysis and Feature Engineering<\/a>","<a href='https://github.com/timkpaine/pyEX'>pyEX<\/a>","<a href='https://github.com/bbcho/finoptions-dev'>finoptions<\/a>","<a href='https://github.com/jankrepl/deepdow'>DeepDow<\/a>","<a href='https://github.com/wilsonfreitas/rbcb'>rbcb<\/a>","<a href='https://github.com/alpacahq/alpaca-trade-api-python'>alpaca-trade-api<\/a>","<a href='https://github.com/TomasKoutek/pystlouisfed'>pystlouisfed<\/a>","<a href='https://github.com/alpha-miner/Finance-Python'>Finance-Python<\/a>","<a href='https://github.com/JuliaComputing/Miletus.jl'>Miletus.jl<\/a>","<a href='https://github.com/jpmorganchase/python-training'>python-training<\/a>","<a href='https://github.com/cerlymarco/tsmoothie'>tsmoothie<\/a>","<a href='https://github.com/lingyixu/Quant-Finance-With-Python-Code'>Quant-Finance-With-Python-Code<\/a>","<a href='https://github.com/abbass2/pyqstrat'>pyqstrat<\/a>","<a href='https://github.com/bukosabino/ta'>ta<\/a>","<a href='https://github.com/jmrichardson/tuneta'>TuneTA<\/a>","<a href='https://github.com/yhilpisch/aiif'>aiif<\/a>","<a href='https://github.com/yhilpisch/py4at'>py4at<\/a>","<a href='https://github.com/enzoampil/fastquant'>fastquant<\/a>","<a href='https://github.com/braverock/quantstrat'>quantstrat<\/a>","<a href='https://github.com/fmilthaler/FinQuant'>FinQuant<\/a>","<a href='https://github.com/ysaporito/modelos_vol_derivativos'>modelos_vol_derivativos<\/a>","<a href='https://github.com/dppalomar/sparseIndexTracking'>sparseIndexTracking<\/a>","<a href='https://github.com/barnumbirr/coinmarketcap'>coinmarketcap<\/a>","<a href='https://github.com/backtrader/backtrader'>backtrader<\/a>","<a href='https://github.com/RomanMichaelPaolucci/Q-Fin'>Q-Fin<\/a>","<a href='https://github.com/vollib/vollib'>vollib<\/a>","<a href='https://github.com/NVentimiglia/TDAmeritrade.DotNetCore'>TDAmeritrade.DotNetCore<\/a>","<a href='https://github.com/gbeced/pyalgotrade'>pyalgotrade<\/a>","<a href='https://github.com/stefan-jansen/machine-learning-for-trading'>machine-learning-for-trading<\/a>","<a href='https://github.com/dr-leo/pandaSDMX'>pandaSDMX<\/a>","<a href='https://github.com/PacktPublishing/Python-for-Finance-Cookbook'>Python-for-Finance-Cookbook<\/a>","<a href='https://github.com/packtpublishing/hands-on-machine-learning-for-algorithmic-trading'>Hands-On Machine Learning for Algorithmic Trading<\/a>","<a href='https://github.com/DrAshBooth/PyLOB'>PyLOB<\/a>","<a href='https://github.com/dysonance/Indicators.jl'>Indicators.jl<\/a>","<a href='https://github.com/matrix-profile-foundation/matrixprofile'>matrixprofile<\/a>","<a href='https://github.com/dbrojas/optlib'>optlib<\/a>","<a href='https://github.com/dppalomar/riskParityPortfolio'>riskParityPortfolio<\/a>","<a href='https://github.com/attack68/book_irds3'>book_irds3<\/a>","<a href='https://github.com/differential-machine-learning/notebooks'>Differential Machine Learning and Axes that matter by Brian Huge and Antoine Savine<\/a>","<a href='https://github.com/alvarobartt/investpy'>investpy<\/a>","<a href='https://github.com/MarcusRainbow/Haxcel'>Haxcel<\/a>","<a href='https://github.com/AlbertoAlmuinha/garchmodels'>garchmodels<\/a>","<a href='https://github.com/lequant40/portfolio_allocation_js'>portfolio-allocation<\/a>","<a href='https://github.com/peerchemist/finta'>finta<\/a>","<a href='https://github.com/ram-ki/101_formulaic_alphas'>101_formulaic_alphas<\/a>","<a href='https://github.com/LenkaV/CIF'>cif<\/a>","<a href='https://github.com/fremantle-industries/workbench'>Workbench<\/a>","<a href='https://github.com/fremantle-industries/prop'>Prop<\/a>","<a href='https://github.com/ynouri/pysabr'>pysabr<\/a>","<a href='https://github.com/alpacahq/pylivetrader'>pylivetrader<\/a>","<a href='https://github.com/alpacahq/pipeline-live'>pipeline-live<\/a>","<a href='https://github.com/dysonance/Temporal.jl'>Temporal.jl<\/a>","<a href='https://github.com/firmai/machine-learning-asset-management'>Machine Learning Asset Management<\/a>","<a href='https://github.com/lukaszbanasiak/yahoo-finance'>yahoo-finance<\/a>","<a href='https://github.com/hudson-and-thames/mlfinlab'>mlfinlab<\/a>","<a href='https://github.com/MarcusRainbow/Ffinar'>Ffinar<\/a>","<a href='https://github.com/stellar/kelp'>Kelp<\/a>","<a href='https://github.com/euclidjda/value-investing-studies'>Value Investing Studies<\/a>","<a href='https://github.com/edgararuiz/tidypredict'>tidypredict<\/a>","<a href='https://github.com/enigmampc/catalyst'>catalyst<\/a>","<a href='https://github.com/cttn/Stockex'>Stockex<\/a>","<a href='https://github.com/JuliaQuant/MarketTechnicals.jl'>MarketTechnicals.jl<\/a>","<a href='https://github.com/chrisconlan/algorithmic-trading-with-python'>algorithmic-trading-with-python<\/a>","<a href='https://github.com/chrisconlan/algorithmic-trading-with-python'>algorithmic-trading-with-python<\/a>","<a href='https://github.com/Finance-Hub/FinanceHub'>FinanceHub<\/a>","<a href='https://github.com/quantsbin/Quantsbin'>Quantsbin<\/a>","<a href='https://github.com/yahoofinancelive/yliveticker'>yliveticker<\/a>","<a href='https://github.com/ajhpark/ib_nope'>ib_nope<\/a>","<a href='https://github.com/dysonance/Strategems.jl'>Strategems.jl<\/a>","<a href='https://github.com/ranaroussi/qtpylib'>qtpylib<\/a>","<a href='https://github.com/yhilpisch/dawp'>dawp<\/a>","<a href='https://github.com/GriffinAustin/pynance'>pynance<\/a>","<a href='https://github.com/huseinzol05/Stock-Prediction-Models'>Stock-Prediction-Models<\/a>","<a href='https://github.com/addisonlynch/iexfinance'>iexfinance<\/a>","<a href='https://github.com/quantopian/zipline'>zipline<\/a>","<a href='https://github.com/quantopian/empyrical'>empyrical<\/a>","<a href='https://github.com/tradytics/eiten'>Eiten<\/a>","<a href='https://github.com/robcarver17/systematictradingexamples'>systematictradingexamples<\/a>","<a href='https://github.com/foolcage/fooltrader'>fooltrader<\/a>","<a href='https://github.com/LongOnly/Quantitative-Notebooks'>Quantitative-Notebooks<\/a>","<a href='https://github.com/msperlin/GetHFData'>GetHFData<\/a>","<a href='https://github.com/datawrestler/after-hours'>after-hours<\/a>","<a href='https://github.com/mfrdixon/ML_Finance_Codes'>ML_Finance_Codes<\/a>","<a href='https://github.com/MarcusRainbow/QuantMath'>QuantMath<\/a>","<a href='https://github.com/Karthik005/yfinanceapi'>yfinanceapi<\/a>","<a href='https://github.com/quantopian/alphalens'>alphalens<\/a>","<a href='https://github.com/rainx/pytdx'>pytdx<\/a>","<a href='https://github.com/mementum/bta-lib'>bta-lib<\/a>","<a href='https://github.com/quantopian/pyfolio'>pyfolio<\/a>","<a href='https://github.com/pazzo83/QuantLib.jl'>QuantLib.jl<\/a>","<a href='https://github.com/pazzo83/QuantLib.jl'>QuantLib.jl<\/a>","<a href='https://github.com/ran404/bbgbridge'>bbgbridge<\/a>","<a href='https://github.com/imanuelcostigan/fmbasics'>fmbasics<\/a>","<a href='https://github.com/econdb/inquisitor'>inquisitor<\/a>","<a href='https://github.com/ematvey/pybacktest'>pybacktest<\/a>","<a href='https://github.com/cirla/tulipy'>Tulipy<\/a>","<a href='https://github.com/boundedvariation/quantfin'>quantfin<\/a>","<a href='https://github.com/dppalomar/covFactorModel'>covFactorModel<\/a>","<a href='https://github.com/constverum/Quantdom'>Quantdom<\/a>","<a href='https://github.com/jeffrey-liang/quantitative'>quantitative<\/a>","<a href='https://github.com/deltaray-io/kelly-criterion'>Kelly-Criterion<\/a>","<a href='https://github.com/unageanu/jiji2'>Jiji<\/a>","<a href='https://github.com/avelkoski/FRB'>FRB<\/a>","<a href='https://github.com/dppalomar/sparseEigen'>sparseEigen<\/a>","<a href='https://github.com/RJT1990/pyflux'>PyFlux<\/a>","<a href='https://github.com/rsvp/fecon235'>fecon235<\/a>","<a href='https://github.com/rsvp/fecon235'>fecon235<\/a>","<a href='https://github.com/mgroncki/IPythonScripts'>IPythonScripts<\/a>","<a href='https://github.com/ebradyjobory/finance.js'>finance.js<\/a>","<a href='https://github.com/hongtaocai/googlefinance'>googlefinance<\/a>","<a href='https://github.com/quantrocket-llc/zipline-extensions'>zipline-extensions<\/a>","<a href='https://github.com/ryanmccrickerd/rough_bergomi'>rough_bergomi<\/a>","<a href='https://github.com/python-excel/xlwt'>xlwt<\/a>","<a href='https://github.com/federicomariamassari/willowtree'>willowtree<\/a>","<a href='https://github.com/femtotrader/pandas_talib'>pandas_talib<\/a>","<a href='https://github.com/ryanmccrickerd/frh-fx'>frh-fx<\/a>","<a href='https://github.com/robcarver17/pysystemtrade_examples'>pysystemtrade_examples<\/a>","<a href='https://github.com/jsmidt/QuantPy'>QuantPy<\/a>","<a href='https://github.com/federicomariamassari/financial-engineering'>financial-engineering<\/a>","<a href='https://github.com/johnbywater/quantdsl'>quantdsl<\/a>","<a href='https://github.com/MarcosCarreira/DermanPapers'>Derman Papers<\/a>","<a href='https://github.com/metaperl/binary-martingale'>binary-martingale<\/a>","<a href='https://github.com/femtotrader/TALib.jl'>TALib.jl<\/a>","<a href='https://github.com/yutiansut/QUANTAXIS_Webkit'>QUANTAXIS_Webkit<\/a>","<a href='https://github.com/skillachie/finsymbols'>finsymbols<\/a>","<a href='https://github.com/bpsmith/tia'>tia<\/a>","<a href='https://github.com/frankcash/Scala-Quant'>Scala Quant<\/a>","<a href='https://github.com/aviks/Ito.jl'>Ito.jl<\/a>","<a href='https://github.com/achillesrasquinha/bulbea'>bulbea<\/a>","<a href='https://github.com/cgoldberg/ystockquote'>ystockquote<\/a>","<a href='https://github.com/wegamekinglc/VisualPortfolio'>VisualPortfolio<\/a>","<a href='https://github.com/edouardpoitras/NowTrade'>NowTrade<\/a>","<a href='https://github.com/quantmind/dynts'>dynts<\/a>","<a href='https://github.com/jangorecki/Rbitcoin'>Rbitcoin<\/a>","<a href='https://github.com/QuantSoftware/QuantSoftwareToolkit'>QuantSoftware Toolkit<\/a>","<a href='https://github.com/innes213/pyhoofinance'>pyhoofinance<\/a>","<a href='https://github.com/thalesians/pythalesians'>pythalesians<\/a>","<a href='https://github.com/ZachLiuGIS/stock_extractor'>stock_extractor<\/a>","<a href='https://github.com/joequant/algobroker'>algobroker<\/a>","<a href='https://github.com/jealous/cn_stock_src'>cn_stock_src<\/a>","<a href='https://github.com/frgomes/jquantlib'>JQuantLib<\/a>","<a href='https://github.com/frgomes/jquantlib'>JQuantLib<\/a>","<a href='https://github.com/nickelkr/yfi'>yfi<\/a>","<a href='https://github.com/jamescnowell/ticks'>ticks<\/a>","<a href='https://github.com/llazzaro/analyzer'>analyzer<\/a>","<a href='https://github.com/taylorizing/options.studies'>options.studies<\/a>","<a href='https://github.com/lsgro/quantcomponents'>quantcomponents<\/a>","<a href='https://github.com/slawek87/yql-finance'>yql-finance<\/a>","<a href='https://github.com/blenezet/credule'>credule<\/a>","<a href='https://github.com/paulperry/quant'>quant<\/a>","<a href='https://github.com/akarat/exchange'>exchange<\/a>","<a href='https://github.com/benjaminmgross/visualize-wealth'>visualize-wealth<\/a>","<a href='https://github.com/bpsmith/pybbg'>pybbg<\/a>","<a href='https://github.com/opendoor-labs/pyfin'>pyfin<\/a>","<a href='https://github.com/artyyouth/r-quant'>r-quant<\/a>","<a href='https://github.com/choucrifahed/quantscale'>QuantScale<\/a>"],["Python > Trading & Backtesting","Python > Risk Analysis","Golang","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Data Sources","JavaScript","JavaScript","CPP","CPP","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Data Sources","Julia","CSharp","Reproducing Works, Training & Books","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Risk Analysis","Python > Numerical Libraries & Data Structures","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Data Sources","R > Numerical Libraries & Data Structures","Python > Financial Instruments and Pricing","Python > Indicators","Python > Time Series","Julia","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Time Series","Julia","CPP","Frameworks","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Data Sources","CSharp","Python > Visualization","Reproducing Works, Training & Books","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Trading & Backtesting","Julia","Java","Python > Trading & Backtesting","Reproducing Works, Training & Books","Python > Visualization","Rust","Python > Calendars","R > Time Series","Python > Time Series","Python > Trading & Backtesting","R > Time Series","Python > Financial Instruments and Pricing","R > Time Series","Python > Data Sources","CPP","Rust","Python > Trading & Backtesting","Rust","Python > Trading & Backtesting","R > Risk Analysis","Python > Financial Instruments and Pricing","Frameworks","Python > Trading & Backtesting","Python > Risk Analysis","Python > Calendars","Reproducing Works, Training & Books","Python > Trading & Backtesting","Python > Time Series","R > Data Sources","Python > Financial Instruments and Pricing","R > Factor Analysis","CPP","Python > Trading & Backtesting","Python > Risk Analysis","R > Numerical Libraries & Data Structures","R > Data Sources","Frameworks","Python > Visualization","JavaScript","Python > Risk Analysis","Python > Data Sources","Python > Data Sources","Python > Data Sources","Rust","Rust","R > Financial Instruments and Pricing","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Data Sources","R > Data Sources","Python > Trading & Backtesting","R > Time Series","Python > Excel Integration","Python > Trading & Backtesting","Rust","Reproducing Works, Training & Books","Python > Risk Analysis","Python > Factor Analysis","R > Data Sources","Python > Data Sources","Python > Visualization","Python > Data Sources","Python > Data Sources","R > Trading","Reproducing Works, Training & Books","Python > Trading & Backtesting","Reproducing Works, Training & Books","R > Financial Instruments and Pricing","R > Financial Instruments and Pricing","Python > Trading & Backtesting","Reproducing Works, Training & 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Time Series","Python > Trading & Backtesting","Matlab > FrameWorks","R > Data Sources","Python > Time Series","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Reproducing Works, Training & Books","R > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Sentiment Analysis","Python > Trading & Backtesting","Julia","Python > Trading & Backtesting","Python > Time Series","Python > Quant Research Environment","Python > Trading & Backtesting","Python > Risk Analysis","Reproducing Works, Training & Books","Python > Trading & Backtesting","JavaScript","Reproducing Works, Training & Books","Python > Risk Analysis","Python > Visualization","Python > Data Sources","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Python > Data Sources","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","R > Data Sources","Python > Data Sources","Python > Data Sources","Python > Financial Instruments and Pricing","Julia","Reproducing Works, Training & Books","Python > Time Series","Reproducing Works, Training & Books","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Trading & Backtesting","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Python > Trading & Backtesting","R > Backtesting","Python > Risk Analysis","Reproducing Works, Training & Books","R > Financial Instruments and Pricing","Python > Data Sources","Python > Trading & Backtesting","Python > Financial Instruments and Pricing","Python > Financial Instruments and Pricing","CSharp","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Data Sources","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Python > Trading & Backtesting","Julia","R > Time Series","Python > Financial Instruments and Pricing","R > 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Backtesting","Python > Data Sources","Python > Trading & Backtesting","Python > Risk Analysis","Python > Trading & Backtesting","Reproducing Works, Training & Books","Python > Trading & Backtesting","Reproducing Works, Training & Books","R > Data Sources","Python > Data Sources","Reproducing Works, Training & Books","Rust","Python > Data Sources","Python > Factor Analysis","Python > Data Sources","Python > Trading & Backtesting","Python > Risk Analysis","Julia","Frameworks","Python > Data Sources","R > Financial Instruments and Pricing","Python > Data Sources","Python > Trading & Backtesting","Python > Indicators","Haskell","R > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Financial Instruments and Pricing","Ruby","Python > Data Sources","R > Numerical Libraries & Data Structures","Python > Time Series","Python > Risk Analysis","Reproducing Works, Training & Books","Reproducing Works, Training & 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