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Merge pull request #259 from joseprupi/patch-1
Add quantra project to the README
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@@ -69,6 +69,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
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- [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.
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- [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.
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- [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.
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- [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.
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### Indicators
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