From b6e12d6dbe515e8cfd4c5243286b14a800047aa6 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Sat, 21 Mar 2026 12:43:14 -0300 Subject: [PATCH] Update README.md and index.qmd with new resources for portfolio optimization and convex research --- README.md | 3 ++- site/index.qmd | 3 ++- 2 files changed, 4 insertions(+), 2 deletions(-) diff --git a/README.md b/README.md index 42ccc7c..d63cd93 100644 --- a/README.md +++ b/README.md @@ -645,8 +645,9 @@ date conversion, scaling factor values, and filtering by the specified date. - [RoughVolatilityWorkshop](https://github.com/jgatheral/RoughVolatilityWorkshop) - 2024 QuantMind's Rough Volatility Workshop lectures. - [AFML](https://github.com/boyboi86/AFML) - All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo. - [AlgoTradingLib](https://github.com/usdaud/algotradinglib.github.io) - A catalog of algorithmic trading libraries, frameworks, strategies, and educational materials. -Add Prop Trader Compass to Risk Management tools +- [Portfolio Optimization Book](https://portfoliooptimizationbook.com/) - Prof. Daniel Palomar's Portfolio Optimization Book ## Related Lists - [awesome-sec-filings](https://github.com/vibeyclaw/awesome-sec-filings) - A curated list of tools, data sources, libraries, and resources for working with SEC filings (13F, 10-K, 10-Q, 8-K). +- [CONVEXFI](https://github.com/convexfi) - Official GitHub organization for the convex research group at the Hong Kong University of Science and Technology (HKUST). diff --git a/site/index.qmd b/site/index.qmd index 989dbdc..328ef94 100644 --- a/site/index.qmd +++ b/site/index.qmd @@ -636,8 +636,9 @@ date conversion, scaling factor values, and filtering by the specified date. - [RoughVolatilityWorkshop](https://github.com/jgatheral/RoughVolatilityWorkshop) - 2024 QuantMind's Rough Volatility Workshop lectures. - [AFML](https://github.com/boyboi86/AFML) - All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo. - [AlgoTradingLib](https://github.com/usdaud/algotradinglib.github.io) - A catalog of algorithmic trading libraries, frameworks, strategies, and educational materials. -Add Prop Trader Compass to Risk Management tools +- [Portfolio Optimization Book](https://portfoliooptimizationbook.com/) - Prof. Daniel Palomar's Portfolio Optimization Book ## Related Lists - [awesome-sec-filings](https://github.com/vibeyclaw/awesome-sec-filings) - A curated list of tools, data sources, libraries, and resources for working with SEC filings (13F, 10-K, 10-Q, 8-K). +- [CONVEXFI](https://github.com/convexfi) - Official GitHub organization for the convex research group at the Hong Kong University of Science and Technology (HKUST).