From 8abd63609256017e68bf359d5f66b42ed66498fd Mon Sep 17 00:00:00 2001 From: Tyler Marrs Date: Sat, 16 Jan 2021 06:14:41 -0600 Subject: [PATCH 1/2] add matrixprofile time series data mining library --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 2f64613..e5eeded 100644 --- a/README.md +++ b/README.md @@ -267,6 +267,7 @@ 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 From ac971ec6100fd4dbe72aa94e18b390affa62a6a2 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Mon, 8 Feb 2021 18:03:51 -0300 Subject: [PATCH 2/2] Update README.md --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 2f64613..8e8d22b 100644 --- a/README.md +++ b/README.md @@ -95,6 +95,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [freqtrade](https://github.com/freqtrade/freqtrade) - Free, open source crypto trading bot - [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 +- [machine-learning-for-trading](https://github.com/stefan-jansen/machine-learning-for-trading) - Code and resources for Machine Learning for Algorithmic Trading ### Risk Analysis