From d2a0457541297f47f218e0951474ee8ab2d10eb0 Mon Sep 17 00:00:00 2001 From: Theau Heral <43614647+theauheral@users.noreply.github.com> Date: Sun, 20 Dec 2020 21:16:48 +0000 Subject: [PATCH] Update README.md --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 8556d89..bdce812 100644 --- a/README.md +++ b/README.md @@ -70,6 +70,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [moonshot](https://github.com/quantrocket-llc/moonshot) - Vectorized backtester and trading engine for QuantRocket based on Pandas. - [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods. - [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling) +- [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. ### Risk Analysis