update riskfolio

Readme.md

@@ -290,9 +290,9 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
 
 ### Optimization
 
+- [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/dcajasn/Riskfolio-Lib/main) | `C++`, `Python` | - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
 - [Deepdow](https://github.com/jankrepl/deepdow) | `Python` | - Python package connecting portfolio optimization and deep learning. Its goal is to facilitate research of networks that perform weight allocation in one forward pass.
 - [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) | `Python` | - Financial portfolio optimizations in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
-- [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) | `Python` | - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
 - [empyrial](https://github.com/ssantoshp/Empyrial) | `Python` | - Empyrial is a Python-based open-source quantitative investment library dedicated to financial institutions and retail investors, officially released in March 2021.
 - [spectre](https://github.com/Heerozh/spectre) | `Python` | - spectre is a GPU-accelerated Parallel quantitative trading library, focused on performance.