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Add Kand rust technical analysis library #206

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Add Kand rust technical analysis library #206

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4 changes: 3 additions & 1 deletion README.md
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Expand Up @@ -77,6 +77,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [lppls](https://github.com/Boulder-Investment-Technologies/lppls) - A Python module for fitting the [Log-Periodic Power Law Singularity (LPPLS)](https://en.wikipedia.org/wiki/Didier_Sornette#The_JLS_and_LPPLS_models) model.
- [talipp](https://github.com/nardew/talipp) - Incremental technical analysis library for Python.
- [streaming_indicators](https://github.com/mr-easy/streaming_indicators) - A python library for computing technical analysis indicators on streaming data.
- [kand](https://github.com/rust-ta/kand) - Blazingly Fast Technical Analysis Library in Rust and Python.

### Trading & Backtesting
- [skfolio](https://github.com/skfolio/skfolio) - Python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.
Expand Down Expand Up @@ -514,6 +515,7 @@ date conversion, scaling factor values, and filtering by the specified date.
- [SlidingFeatures](https://github.com/MathisWellmann/sliding_features-rs) - Chainable tree-like sliding windows for signal processing and technical analysis.
- [RustQuant](https://github.com/avhz/RustQuant) - Quantitative finance library written in Rust.
- [finalytics](https://github.com/Nnamdi-sys/finalytics) - A rust library for financial data analysis.
- [kand](https://github.com/rust-ta/kand) - Kand: Pure Rust reimplementation of TA-Lib for fast financial analysis.


## Reproducing Works, Training & Books
Expand Down Expand Up @@ -567,4 +569,4 @@ date conversion, scaling factor values, and filtering by the specified date.
- [101_formulaic_alphas](https://github.com/ram-ki/101_formulaic_alphas) - Implementation of [101 formulaic alphas](https://arxiv.org/ftp/arxiv/papers/1601/1601.00991.pdf) using qstrader.
- [Tidy Finance](https://www.tidy-finance.org/) - 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.
- [RoughVolatilityWorkshop](https://github.com/jgatheral/RoughVolatilityWorkshop) - 2024 QuantMind's Rough Volatility Workshop lectures.
- [AFML](https://github.com/boyboi86/AFML) - All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
- [AFML](https://github.com/boyboi86/AFML) - All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.