diff --git a/README.md b/README.md index 705057e8..2150dccc 100644 --- a/README.md +++ b/README.md @@ -531,3 +531,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [book_irds3](https://github.com/attack68/book_irds3) - Code repository for Pricing and Trading Interest Rate Derivatives. - [Autoencoder-Asset-Pricing-Models](https://github.com/RichardS0268/Autoencoder-Asset-Pricing-Models) - Reimplementation of Autoencoder Asset Pricing Models ([GKX, 2019](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3335536)). - [Finance](https://github.com/shashankvemuri/Finance) - 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data. +- [101_formulaic_alphas](https://github.com/ram-ki/101_formulaic_alphas) - Implemention of [101 formulaic alphas](https://arxiv.org/ftp/arxiv/papers/1601/1601.00991.pdf) using qstrader. diff --git a/site/index.qmd b/site/index.qmd index 76b0e12b..2ede4f8c 100644 --- a/site/index.qmd +++ b/site/index.qmd @@ -521,4 +521,5 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Statistical-Learning-based-Portfolio-Optimization](https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization) - This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018). - [book_irds3](https://github.com/attack68/book_irds3) - Code repository for Pricing and Trading Interest Rate Derivatives. - [Autoencoder-Asset-Pricing-Models](https://github.com/RichardS0268/Autoencoder-Asset-Pricing-Models) - Reimplementation of Autoencoder Asset Pricing Models ([GKX, 2019](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3335536)). -- [Finance](https://github.com/shashankvemuri/Finance) - 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data. \ No newline at end of file +- [Finance](https://github.com/shashankvemuri/Finance) - 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data. +- [101_formulaic_alphas](https://github.com/ram-ki/101_formulaic_alphas) - Implemention of [101 formulaic alphas](https://arxiv.org/ftp/arxiv/papers/1601/1601.00991.pdf) using qstrader. \ No newline at end of file