diff --git a/README.md b/README.md index 0db29f2..1644a4c 100644 --- a/README.md +++ b/README.md @@ -209,7 +209,8 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [bbgbridge](https://github.com/ran404/bbgbridge) - Easy to use Bloomberg Desktop API wrapper for Python. - [alpha_vantage](https://github.com/RomelTorres/alpha_vantage) - A python wrapper for Alpha Vantage API for financial data. - [FinanceDataReader](https://github.com/FinanceData/FinanceDataReader) - Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks -- [pystlouisfed](https://github.com/TomasKoutek/pystlouisfed) - Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER +- [pystlouisfed](https://github.com/TomasKoutek/pystlouisfed) - Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER. +- [python-bcb](https://github.com/wilsonfreitas/python-bcb) - Python interface to Brazilian Central Bank web services. ### Excel Integration @@ -235,7 +236,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ### Numerical Libraries & Data Structures - [xts](https://cran.r-project.org/web/packages/xts/index.html) - eXtensible Time Series: Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability. -- [data.table](https://github.com/Rdatatable/data) - Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies at all, list columns and a fast file reader (fread). Offers a natural and flexible syntax, for faster development. +- [data.table](https://github.com/Rdatatable/data.table) - Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies at all, list columns and a fast file reader (fread). Offers a natural and flexible syntax, for faster development. - [sparseEigen](https://github.com/dppalomar/sparseEigen) - Sparse pricipal component analysis. - [TSdbi](http://tsdbi.r-forge.r-project.org/) - Provides a common interface to time series databases. - [tseries](https://cran.r-project.org/web/packages/tseries/index.html) - Time Series Analysis and Computational Finance. @@ -252,8 +253,9 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Rbitcoin](https://github.com/jangorecki/Rbitcoin) - Unified markets API interface (bitstamp, kraken, btce, bitmarket). - [GetTDData](https://github.com/msperlin/GetTDData) - Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto. - [GetHFData](https://github.com/msperlin/GetHFData) - Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site. -- [Reddit WallstreetBets API](https://dashboard.nbshare.io/apps/reddit/api/) - Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API -- [td](https://github.com/eddelbuettel/td) - Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies +- [Reddit WallstreetBets API](https://dashboard.nbshare.io/apps/reddit/api/) - Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API. +- [td](https://github.com/eddelbuettel/td) - Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies. +- [rbcb](https://github.com/wilsonfreitas/rbcb) - R interface to Brazilian Central Bank web services. ### Financial Instruments and Pricing @@ -287,7 +289,9 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [FinCal](https://github.com/felixfan/FinCal) - Package for time value of money calculation, time series analysis and computational finance. - [r-quant](https://github.com/artyyouth/r-quant) - R code for quantitative analysis in finance. - [options.studies](https://github.com/taylorizing/options.studies) - options trading studies functions for use with options.data package and shiny. -- [PortfolioAnalytics](https://github.com/braverock/PortfolioAnalytics) - Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios +- [PortfolioAnalytics](https://github.com/braverock/PortfolioAnalytics) - Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios. +- [fmbasics](https://github.com/imanuelcostigan/fmbasics) - Financial Market Building Blocks. +- [R-fixedincome](https://github.com/wilsonfreitas/R-fixedincome) - Fixed income tools for R. ### Trading @@ -340,7 +344,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants ## Julia - [QuantLib.jl](https://github.com/pazzo83/QuantLib.jl) - Quantlib implementation in pure Julia. -- [FinancialMarkets.jl](https://github.com/imanuelcostigan/FinancialMarkets.jl) - Describe and model financial markets objects using Julia. - [Ito.jl](https://github.com/aviks/Ito.jl) - A Julia package for quantitative finance. - [TALib.jl](https://github.com/femtotrader/TALib.jl) - A Julia wrapper for TA-Lib. - [Miletus.jl](https://juliacomputing.com/docs/miletus/index.html) - A financial contract definition, modeling language, and valuation framework.