Update Readme.md

Readme.md

@@ -83,9 +83,9 @@ And I count crypto as whole new category: [>> Click ME to Systematic Crypto](cry
 Note: the one marked as `Live Trading` has reasonable live trading support for at least 1 broker. Otherwise, backtest
  function only.
 
-- [Better Quant](https://github.com/byrnexu/betterquant) - | `C++`, `Live Trading` | - Better quant today, best quant tomorrow. 💪
 - [aat](https://github.com/AsyncAlgoTrading/aat) | `Python`, `C++`, `Live Trading`| - an asynchronous, event-driven framework for writing algorithmic trading strategies in python with optional acceleration in C++. It is designed to be modular and extensible, with support for a wide variety of instruments and strategies, live trading across (and between) multiple exchanges.
 - [* barter-rs](https://github.com/barter-rs/barter-rs) | `Rust` | - Open-source Rust framework for building event-driven live-trading & backtesting systems. Algorithmic trade with the peace of mind that comes from knowing your strategies have been backtested with a near-identical trading Engine.
+- [Better Quant](https://github.com/byrnexu/betterquant) | `C++`, `Live Trading` | - Better quant today, best quant tomorrow. 💪
 - [backtesting.py](https://github.com/kernc/backtesting.py) | `Python` | - Backtesting.py is a Python framework for inferring viability of trading strategies on historical (past) data. Improved upon the vision of Backtrader, and by all means surpassingly comparable to other accessible alternatives, Backtesting.py is lightweight, fast, user-friendly, intuitive, interactive, intelligent and, hopefully, future-proof.
 - [backtrader](https://github.com/mementum/backtrader) | `Python`, `Live Trading` | - Event driven Python Backtesting library for trading strategies
 - [FlashFunk](https://github.com/HFQR/FlashFunk) | `Rust` | -  High Performance Runtime in Rust