Merge pull request #171 from MDUYN/patch-1

Add investing algorithm framework

README.md

@@ -72,7 +72,7 @@ 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.
 
 ### Trading & Backtesting
-
+- [Investing algorithm framework](https://github.com/coding-kitties/investing-algorithm-framework) - Framework for developing, backtesting, and deploying automated trading algorithms.
 - [QSTrader](https://github.com/mhallsmoore/qstrader) - QSTrader backtesting simulation engine.
 - [Blankly](https://github.com/Blankly-Finance/Blankly) - Fully integrated backtesting, paper trading, and live deployment.
 - [TA-Lib](https://github.com/mrjbq7/ta-lib) - Python wrapper for TA-Lib (<http://ta-lib.org/>).
@@ -455,6 +455,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
   - [ta-lib](https://github.com/TA-Lib/ta-lib)
 - [Portfolio Optimizer](https://portfoliooptimizer.io/) - Portfolio Optimizer is a Web API for portfolio analysis and optimization.
 
+
 ## CSharp
 
 - [QuantConnect](https://github.com/QuantConnect/Lean) - Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage.