From ae232f948519a17e5b118d3980b393056da4fb72 Mon Sep 17 00:00:00 2001
From: cloudQuant <164971269+cloudQuant@users.noreply.github.com>
Date: Sun, 16 Aug 2026 17:28:14 +0800
Subject: [PATCH] Add fincore (#567)

---
 README.md | 1 +
 1 file changed, 1 insertion(+)

diff --git a/README.md b/README.md
index f016a91..4627078 100644
--- a/README.md
+++ b/README.md
@@ -342,6 +342,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) - `Python` - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.
 - [empyrical-reloaded](https://github.com/stefan-jansen/empyrical-reloaded) - `Python` - Common financial risk and performance metrics. [empyrical](https://github.com/quantopian/empyrical) fork.
 - [pyfolio-reloaded](https://github.com/stefan-jansen/pyfolio-reloaded) - `Python` - Portfolio and risk analytics in Python. [pyfolio](https://github.com/quantopian/pyfolio) fork.
+- [fincore](https://github.com/cloudQuant/fincore) - `Python` - Quantitative performance and risk analytics with 150+ metrics, portfolio optimization, Monte Carlo simulation, and attribution; actively maintained successor to [empyrical](https://github.com/quantopian/empyrical)/[pyfolio](https://github.com/quantopian/pyfolio).
 - [fortitudo.tech](https://github.com/fortitudo-tech/fortitudo.tech) - `Python` - Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
 - [quantitative-finance-tools](https://github.com/omichauhan-lgtm/quantitative-finance-tools) - `Python` - Library for portfolio optimization (MVO) and rigorous risk metrics (VaR/CVaR).
 - [Prop Trader Compass](https://otto-ships.github.io/prop-trader-compass/) - `Python` - Interactive risk and payout calculator for Futures and CFD traders; features one-time fee firm comparisons.