deploy: 9c9cf92737

index.html

@@ -226,6 +226,7 @@ ul.task-list li input[type="checkbox"] {
 <h3 class="anchored" data-anchor-id="financial-instruments-and-pricing">Financial Instruments and Pricing</h3>
 <ul>
 <li><a href="https://github.com/OpenBB-finance/OpenBBTerminal">OpenBB Terminal</a> - Terminal for investment research for everyone.</li>
+<li><a href="https://github.com/Fincept-Corporation/FinceptTerminal">Fincept Terminal</a> - Advance Data Based A.I Terminal for all Types of Financial Asset Research.</li>
 <li><a href="https://github.com/enthought/pyql">PyQL</a> - QuantLib’s Python port.</li>
 <li><a href="https://github.com/opendoor-labs/pyfin">pyfin</a> - Basic options pricing in Python. <em>ARCHIVED</em></li>
 <li><a href="https://github.com/vollib/vollib">vollib</a> - vollib is a python library for calculating option prices, implied volatility and greeks.</li>
@@ -251,6 +252,7 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/akashaero/Intrinsic-Value-Calculator">Intrinsic-Value-Calculator</a> - A Python tool for quick calculations of a stock’s fair value using Discounted Cash Flow analysis.</li>
 <li><a href="https://github.com/deltaray-io/kelly-criterion">Kelly-Criterion</a> - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr’s formula.</li>
 <li><a href="https://github.com/attack68/rateslib">rateslib</a> - A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps.</li>
+<li><a href="https://github.com/jkirkby3/fypy">fypy</a> - Vanilla and exotic option pricing library to support quantitative R&amp;D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.</li>
 </ul>
 </section>
 <section id="indicators" class="level3">
@@ -273,6 +275,7 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/Blankly-Finance/Blankly">Blankly</a> - Fully integrated backtesting, paper trading, and live deployment.</li>
 <li><a href="https://github.com/mrjbq7/ta-lib">TA-Lib</a> - Python wrapper for TA-Lib (<a href="http://ta-lib.org/" class="uri">http://ta-lib.org/</a>).</li>
 <li><a href="https://github.com/quantopian/zipline">zipline</a> - Pythonic algorithmic trading library.</li>
+<li><a href="https://github.com/stefan-jansen/zipline-reloaded">zipline-reloaded</a> - Zipline, a Pythonic Algorithmic Trading Library.</li>
 <li><a href="https://github.com/QuantSoftware/QuantSoftwareToolkit">QuantSoftware Toolkit</a> - Python-based open source software framework designed to support portfolio construction and management.</li>
 <li><a href="https://github.com/jeffrey-liang/quantitative">quantitative</a> - Quantitative finance, and backtesting library.</li>
 <li><a href="https://github.com/llazzaro/analyzer">analyzer</a> - Python framework for real-time financial and backtesting trading strategies.</li>
@@ -341,6 +344,8 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/enzoampil/fastquant">fastquant</a> - fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code.</li>
 <li><a href="https://github.com/nautechsystems/nautilus_trader">nautilus_trader</a> - A high-performance algorithmic trading platform and event-driven backtester.</li>
 <li><a href="https://github.com/bsdz/yabte">YABTE</a> - Yet Another (Python) BackTesting Engine.</li>
+<li><a href="https://github.com/tradingstrategy-ai/getting-started">Trading Strategy</a> - TradingStrategy.ai is a market data, backtesting, live trading and investor management framework for decentralised finance</li>
+<li><a href="https://github.com/fasiondog/hikyuu">Hikyuu</a> - A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination.</li>
 </ul>
 </section>
 <section id="risk-analysis" class="level3">
@@ -369,6 +374,7 @@ ul.task-list li input[type="checkbox"] {
 <h3 class="anchored" data-anchor-id="factor-analysis">Factor Analysis</h3>
 <ul>
 <li><a href="https://github.com/quantopian/alphalens">alphalens</a> - Performance analysis of predictive alpha factors.</li>
+<li><a href="https://github.com/stefan-jansen/alphalens-reloaded">alphalens-reloaded</a> - Performance analysis of predictive (alpha) stock factors.</li>
 <li><a href="https://github.com/Heerozh/spectre">Spectre</a> - GPU-accelerated Factors analysis library and Backtester</li>
 </ul>
 </section>
@@ -397,6 +403,7 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/cerlymarco/tsmoothie">tsmoothie</a> - A python library for time-series smoothing and outlier detection in a vectorized way.</li>
 <li><a href="https://github.com/alkaline-ml/pmdarima">pmdarima</a> - A statistical library designed to fill the void in Python’s time series analysis capabilities, including the equivalent of R’s auto.arima function.</li>
 <li><a href="https://github.com/awslabs/gluon-ts">gluon-ts</a> - vProbabilistic time series modeling in Python.</li>
+<li><a href="https://github.com/functime-org/functime">functime</a> - Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.</li>
 </ul>
 </section>
 <section id="calendars" class="level3">
@@ -462,6 +469,7 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/LenkaV/CIF">cif</a> - Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators.</li>
 <li><a href="https://github.com/theOGognf/finagg">finagg</a> - finagg is a Python package that provides implementations of popular and free financial APIs, tools for aggregating historical data from those APIs into SQL databases, and tools for transforming aggregated data into features useful for analysis and AI/ML.</li>
 <li><a href="https://github.com/JerBouma/FinanceDatabase">FinanceDatabase</a> - This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.</li>
+<li><a href="https://github.com/tradingstrategy-ai/trading-strategy/">Trading Strategy</a> - download price data for decentralised exchanges and lending protocols (DeFi)</li>
 </ul>
 </section>
 <section id="excel-integration" class="level3">
@@ -486,6 +494,7 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/highfestiva/finplot">finplot</a> - Performant and effortless finance plotting for Python.</li>
 <li><a href="https://github.com/lit26/finvizfinance">finvizfinance</a> - Finviz analysis python library.</li>
 <li><a href="https://github.com/maread99/market_analy">market-analy</a> - Analysis and interactive charting using <a href="https://github.com/maread99/market_prices">market-prices</a> and bqplot.</li>
+<li><a href="https://github.com/ArturSepp/QuantInvestStrats">QuantInvestStrats</a> - Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.</li>
 </ul>
 </section>
 </section>
@@ -519,6 +528,7 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/wilsonfreitas/rbcb">rbcb</a> - R interface to Brazilian Central Bank web services.</li>
 <li><a href="https://github.com/ropensci/rb3">rb3</a> - A bunch of downloaders and parsers for data delivered from B3.</li>
 <li><a href="https://github.com/matthiasgomolka/simfinapi">simfinapi</a> - Makes ‘SimFin’ data (<a href="https://simfin.com/" class="uri">https://simfin.com/</a>) easily accessible in R.</li>
+<li><a href="https://github.com/tidy-finance/r-tidyfinance">tidyfinance</a> - Tidy Finance helper functions to download financial data and process the raw data into a structured Format (tidy data), including date conversion, scaling factor values, and filtering by the specified date.</li>
 </ul>
 </section>
 <section id="financial-instruments-and-pricing-1" class="level3">
@@ -620,6 +630,7 @@ ul.task-list li input[type="checkbox"] {
 <h3 class="anchored" data-anchor-id="frameworks">FrameWorks</h3>
 <ul>
 <li><a href="https://github.com/yutiansut/quantaxis">QUANTAXIS</a> - Integrated Quantitative Toolbox with Matlab.</li>
+<li><a href="https://github.com/jkirkby3/PROJ_Option_Pricing_Matlab">PROJ_Option_Pricing_Matlab</a> - Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader</li>
 </ul>
 </section>
 </section>
@@ -715,6 +726,7 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/auto-differentiation/QuantLib-Risks-Cpp">QuantLibRisks</a> - Fast risks with QuantLib in C++</li>
 <li><a href="https://github.com/auto-differentiation/xad">XAD</a> - Automatic Differentation (AAD) Library</li>
 <li><a href="https://github.com/rburkholder/trade-frame">TradeFrame</a> - C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in <a href="https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions">Option Greeks/IV</a> calculation library.</li>
+<li><a href="https://github.com/fasiondog/hikyuu">Hikyuu</a> - A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination. You can use python or c++ freely.</li>
 </ul>
 </section>
 <section id="frameworks-1" class="level2">
@@ -812,6 +824,7 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/RichardS0268/Autoencoder-Asset-Pricing-Models">Autoencoder-Asset-Pricing-Models</a> - Reimplementation of Autoencoder Asset Pricing Models (<a href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3335536">GKX, 2019</a>).</li>
 <li><a href="https://github.com/shashankvemuri/Finance">Finance</a> - 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data.</li>
 <li><a href="https://github.com/ram-ki/101_formulaic_alphas">101_formulaic_alphas</a> - Implementation of <a href="https://arxiv.org/ftp/arxiv/papers/1601/1601.00991.pdf">101 formulaic alphas</a> using qstrader.</li>
+<li><a href="https://www.tidy-finance.org/">Tidy Finance</a> - An opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages (Python and R) to enable the reproducible implementation of financial research projects for students and practitioners.</li>
 </ul>