From 173b2074d50b870dc6e3494f95befa874dab75cf Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Josep=20Rubi=C3=B3=20Piqu=C3=A9?= Date: Sat, 21 Feb 2026 21:07:05 -0700 Subject: [PATCH] Add quantra project to the README --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index f03451d..af17d6e 100644 --- a/README.md +++ b/README.md @@ -68,6 +68,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Kelly-Criterion](https://github.com/deltaray-io/kelly-criterion) - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula. - [rateslib](https://github.com/attack68/rateslib) - A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. - [fypy](https://github.com/jkirkby3/fypy) - Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data. +- [quantra](https://github.com/joseprupi/quantraserver) High-performance pricing engine built on QuantLib. It exposes QuantLib's functionality through gRPC and REST APIs, enabling distributed computations with FlatBuffers serialization. ### Indicators