Merge pull request wilsonfreitas#181 from oliviermilla/patch-1

Add Lucky.jl to the list of trading engines in Julia.

Author: wilsonfreitas

README.md

@@ -379,6 +379,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 
 ## Julia
 
+- [Lucky.jl](https://github.com/oliviermilla/Lucky.jl) - Modular, asynchronous trading engine in pure Julia.
 - [QuantLib.jl](https://github.com/pazzo83/QuantLib.jl) - Quantlib implementation in pure Julia.
 - [Ito.jl](https://github.com/aviks/Ito.jl) - A Julia package for quantitative finance.
 - [TALib.jl](https://github.com/femtotrader/TALib.jl) - A Julia wrapper for TA-Lib.
@@ -527,4 +528,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [Quant-Finance-With-Python-Code](https://github.com/lingyixu/Quant-Finance-With-Python-Code) - Repo for code examples in Quantitative Finance with Python by Chris Kelliher
 - [QuantFinanceTraining](https://github.com/JoaoJungblut/QuantFinanceTraining) - This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.
 - [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.
+- [book_irds3](https://github.com/attack68/book_irds3) - Code repository for Pricing and Trading Interest Rate Derivatives.