typo corrections

README.md

@@ -87,7 +87,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [analyzer](https://github.com/llazzaro/analyzer) - Python framework for real-time financial and backtesting trading strategies.
 - [bt](https://github.com/pmorissette/bt) - Flexible Backtesting for Python.
 - [backtrader](https://github.com/backtrader/backtrader) - Python Backtesting library for trading strategies.
-- [pythalesians](https://github.com/thalesians/pythalesians) - Python library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns etc.
+- [pythalesians](https://github.com/thalesians/pythalesians) - Python library to backtest trading strategies, plot charts, seamlessly download market data, analyze market patterns etc.
 - [pybacktest](https://github.com/ematvey/pybacktest) - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier.
 - [pyalgotrade](https://github.com/gbeced/pyalgotrade) - Python Algorithmic Trading Library.
 - [basana](https://github.com/gbeced/basana) - A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.
@@ -99,12 +99,12 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [finmarketpy](https://github.com/cuemacro/finmarketpy) - Python library for backtesting trading strategies and analyzing financial markets.
 - [binary-martingale](https://github.com/metaperl/binary-martingale) - Computer program to automatically trade binary options martingale style.
 - [fooltrader](https://github.com/foolcage/fooltrader) - the project using big-data technology to provide an uniform way to analyze the whole market.
-- [zvt](https://github.com/zvtvz/zvt) - the project using sql,pandas to provide an uniform and extendable way to record data,computing factors,select securites, backtesting,realtime trading and it could show all of them in clearly charts in realtime.
+- [zvt](https://github.com/zvtvz/zvt) - the project using sql, pandas to provide an uniform and extendable way to record data, computing factors, select securities, backtesting, realtime trading and it could show all of them in clearly charts in realtime.
 - [pylivetrader](https://github.com/alpacahq/pylivetrader) - zipline-compatible live trading library.
 - [pipeline-live](https://github.com/alpacahq/pipeline-live) - zipline's pipeline capability with IEX for live trading.
 - [zipline-extensions](https://github.com/quantrocket-llc/zipline-extensions) - Zipline extensions and adapters for QuantRocket.
 - [moonshot](https://github.com/quantrocket-llc/moonshot) - Vectorized backtester and trading engine for QuantRocket based on Pandas.
-- [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.
+- [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) - Financial portfolio optimization in python, including classical efficient frontier and advanced methods.
 - [Eiten](https://github.com/tradytics/eiten) - Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms based Portfolios.
 - [riskparity.py](https://github.com/dppalomar/riskparity.py) - fast and scalable design of risk parity portfolios with TensorFlow 2.0
 - [mlfinlab](https://github.com/hudson-and-thames/mlfinlab) - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling)