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1 change: 1 addition & 0 deletions README.md
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Expand Up @@ -38,6 +38,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [modelx](https://docs.modelx.io/) - `Python` - Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas. [GitHub](https://github.com/fumitoh/modelx)
- [ArcticDB](https://github.com/man-group/ArcticDB) - `Python` - High performance datastore for time series and tick data.
- [CRNG](https://github.com/brotto/crng) - `Python` - Contingency Random Number Generator that produces random numbers with real financial market statistical signatures (fat tails, volatility clustering, kurtosis). Matches 86% of real market metrics vs 14% for NumPy.
- [h5i-db](https://db.h5i.dev) - `Rust` `Python` - Embedded versioned time-series database with SQL over Parquet, ASOF joins, point-in-time reads and O(1) time travel to any past version. [GitHub](https://github.com/h5i-dev/h5i-db)
- [xts](https://github.com/joshuaulrich/xts) - `R` - 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.table) - `R` - 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) - `R` - Sparse principal component analysis.
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