diff --git a/README.md b/README.md index 7725fbf..8b1501e 100644 --- a/README.md +++ b/README.md @@ -96,6 +96,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [algorithmic-trading-with-python](https://github.com/chrisconlan/algorithmic-trading-with-python) - Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data. - [DeepDow](https://github.com/jankrepl/deepdow) - Portfolio optimization with deep learning - [Qlib](https://github.com/microsoft/qlib) - An AI-oriented Quantitative Investment Platform by Microsoft. Full ML pipeline of data processing, model training, back-testing; and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution. +- [machine-learning-for-trading](https://github.com/stefan-jansen/machine-learning-for-trading) - Code and resources for Machine Learning for Algorithmic Trading ### Risk Analysis @@ -268,6 +269,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [tidyquant](https://github.com/business-science/tidyquant) - Bringing financial analysis to the tidyverse. - [timetk](https://github.com/business-science/timetk) - A toolkit for working with time series in R. - [tibbletime](https://github.com/business-science/tibbletime) - Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a time index. +- [matrixprofile](https://github.com/matrix-profile-foundation/matrixprofile) - Time series data mining library built on top of the novel Matrix Profile data structure and algorithms. ### Calendars