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@@ -116,6 +116,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [pyqstrat](https://github.com/abbass2/pyqstrat) - A fast, extensible, transparent python library for backtesting quantitative strategies.
 - [NowTrade](https://github.com/edouardpoitras/NowTrade) - Python library for backtesting technical/mechanical strategies in the stock and currency markets.
 - [pinkfish](https://github.com/fja05680/pinkfish) - A backtester and spreadsheet library for security analysis.
+- [PRISM-INSIGHT](https://github.com/dragon1086/prism-insight) - AI-powered stock analysis system with 13 specialized agents, automated trading via KIS API, supporting Korean & US markets.
 - [aat](https://github.com/timkpaine/aat) - Async Algorithmic Trading Engine
 - [Backtesting.py](https://kernc.github.io/backtesting.py/) - Backtest trading strategies in Python
 - [catalyst](https://github.com/enigmampc/catalyst) - An Algorithmic Trading Library for Crypto-Assets in Python
@@ -160,6 +161,9 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [rust_bt](https://github.com/jensnesten/rust_bt) - A high performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust.
 - [Gunbot Quant](https://github.com/GuntharDeNiro/gunbot-quant) - Toolkit for quantitative trading analysis. It integrates an advanced market screener, a multi-strategy, multi-asset backtesting engine. Use with built-in GUI or through CLI.
 - [StrateQueue](https://github.com/StrateQueue/StrateQueue) - An open‑source, broker‑agnostic Python library that lets you seamlessly deploy strategies from any major backtesting engine to live (or paper) trading with zero code changes and built‑in safety controls.
+- [DayTradingBench](https://daytradingbench.com) - Live autonomous benchmark that evaluates LLM trading performance on DAX and Nasdaq indices using identical strategies and real-time market data. API access available.
+- [CoinTester](https://cointester.io) - No-code crypto backtesting platform with 100+ indicators, AI sentiment signals, and 5+ years of historical data across 1,000+ trading pairs.
+- [PythonTradingFramework](https://github.com/JustinGuese/python_tradingbot_framework) ![Github last commit (branch)](https://img.shields.io/github/last-commit/JustinGuese/python_tradingbot_framework/main) - Python algorithmic trading bot framework for Kubernetes: backtesting, hyperparameter optimization, 150+ technical analysis indicators (RSI, MACD, Bollinger Bands, ADX), portfolio management, PostgreSQL integration, Helm deployment, CronJob scheduling. Minimal overhead, production-ready, Yahoo Finance data.
 
 ### Risk Analysis
 
@@ -232,6 +236,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [wallstreet](https://github.com/mcdallas/wallstreet) - Real time stock and option data.
 - [stock_extractor](https://github.com/ZachLiuGIS/stock_extractor) - General Purpose Stock Extractors from Online Resources.
 - [Stockex](https://github.com/cttn/Stockex) - Python wrapper for Yahoo! Finance API.
+- [StockAInsights](https://stockainsights.com) - AI-extracted financial statements API covering SEC filings including foreign filers (20-F, 6-K, 40-F), normalized quarterly and annual data from 2014+.
 - [finsymbols](https://github.com/skillachie/finsymbols) - Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ.
 - [FRB](https://github.com/avelkoski/FRB) - Python Client for FRED® API.
 - [inquisitor](https://github.com/econdb/inquisitor) - Python Interface to Econdb.com API.
@@ -245,6 +250,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [jsm](https://pypi.org/project/jsm/) - Get the japanese stock market data.
 - [cn_stock_src](https://github.com/jealous/cn_stock_src) - Utility for retrieving basic China stock data from different sources.
 - [coinmarketcap](https://github.com/barnumbirr/coinmarketcap) - Python API for coinmarketcap.
+- [coinpulse](https://github.com/soutone/coinpulse-python) - Python SDK for cryptocurrency portfolio tracking with real-time prices, P/L calculations, and price alerts. Free tier available.
 - [after-hours](https://github.com/datawrestler/after-hours) - Obtain pre market and after hours stock prices for a given symbol.
 - [bronto-python](https://pypi.org/project/bronto-python/) - Bronto API Integration for Python.
 - [pytdx](https://github.com/rainx/pytdx) - Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes.
@@ -265,6 +271,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [FinanceDataReader](https://github.com/FinanceData/FinanceDataReader) - Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks
 - [pystlouisfed](https://github.com/TomasKoutek/pystlouisfed) - Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER.
 - [python-bcb](https://github.com/wilsonfreitas/python-bcb) - Python interface to Brazilian Central Bank web services.
+- [brapi.dev](https://brapi.dev/) - Brazilian stock market data API for B3/Bovespa quotes, historical OHLCV, dividends, and fundamentals.
 - [market-prices](https://github.com/maread99/market_prices) - Create meaningful OHLCV datasets from knowledge of [exchange-calendars](https://github.com/gerrymanoim/exchange_calendars) (works out-the-box with data from Yahoo Finance).
 - [tardis-python](https://github.com/tardis-dev/tardis-python) - Python interface for Tardis.dev high frequency crypto market data
 - [lake-api](https://github.com/crypto-lake/lake-api) - Python interface for Crypto Lake high frequency crypto market data
@@ -281,6 +288,8 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [fsynth](https://github.com/welcra/fsynth) - Python library for high-fidelity unlimited synthetic financial data generation using Heston Stochastic Volatility and Merton Jump Diffusion.
 - [fedfred](https://nikhilxsunder.github.io/fedfred/) - FRED & GeoFRED Economic data API with preprocessed dataframe output in pandas/geopandas, polars/polars_st, and dask dataframes/geodataframes.
 - [edgar-sec](https://nikhilxsunder.github.io/edgar-sec/) - EDGAR Financial data API with preprocessed dataclass outputs.
+- [edgartools](https://github.com/dgunning/edgartools) - AI-native SEC EDGAR library with XBRL financials, clean text extraction, 17+ typed forms, and pandas DataFrames.
+- [FXMacroData](https://fxmacrodata.com/) - Real-time forex macroeconomic API for all major currency pairs sourced from central bank announcements.
 
 ### Excel Integration
 
@@ -302,6 +311,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [finvizfinance](https://github.com/lit26/finvizfinance) - Finviz analysis python library.
 - [market-analy](https://github.com/maread99/market_analy) - Analysis and interactive charting using [market-prices](https://github.com/maread99/market_prices) and bqplot.
 - [QuantInvestStrats](https://github.com/ArturSepp/QuantInvestStrats) - Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
+- [rallyplot](https://rallyplot.com) - Fast, GPU-accelerated financial plotting library
 
 ## R
 
@@ -467,6 +477,7 @@ date conversion, scaling factor values, and filtering by the specified date.
 - [ccxt](https://github.com/ccxt/ccxt) - A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.
 - [PENDAX](https://github.com/CompendiumFi/PENDAX-SDK) - Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More.
 - [pmxt](https://github.com/pmxt-dev/pmxt) - The CCXT for prediction markets. A unified API for trading on Polymarket, Kalshi, and more.
+- [pmxt](https://github.com/qoery-com/pmxt) - A unified API for accessing prediction market data across multiple exchanges. CCXT for prediction markets.
 
 ### Data Visualization
 
@@ -507,6 +518,8 @@ date conversion, scaling factor values, and filtering by the specified date.
 - [TradeFrame](https://github.com/rburkholder/trade-frame) - C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in [Option Greeks/IV](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library.
 - [Hikyuu](https://github.com/fasiondog/hikyuu) - A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination. You can use python or c++ freely.
 - [OrderMatchingEngine](https://github.com/PIYUSH-KUMAR1809/order-matching-engine) - A production-grade, lock-free, high-frequency trading matching engine achieving 150M+ orders/sec.
+- [rallyplot](https://rallyplot.com) - Fast, GPU-accelerated financial plotting library
+- [PandoraTrader](https://github.com/pegasusTrader/PandoraTrader) - A C++ CTP trading framework, with very clear logic
 
 ## Frameworks