DOC: List alternative frameworks in README

Mostly from mementum/backtrader@a5af273

Author: kernc

README.md

@@ -8,10 +8,11 @@ Backtesting.py
 
 Backtest trading strategies with Python.
 
-[**Project website**](https://kernc.github.io/backtesting.py/)
+[**Project website**][website]
 
 [Documentation]
 
+[website]: https://kernc.github.io/backtesting.py/
 [Documentation]: https://kernc.github.io/backtesting.py/doc/backtesting/
 
 
@@ -92,3 +93,98 @@ Features
 * Supports _any_ financial instrument with candlestick data
 * Detailed results
 * Interactive visualizations
+
+
+Alternatives
+------------
+The thing with backtesting is, unless you dug into the dirty details yourself,
+you can't rely on execution correctness, and you may lose your house.
+In addition, everyone has their own preconveived ideas about how a mechanical
+trading strategy should be conducted, so everyone (and their brothers)
+just rolls their own backtesting frameworks.
+
+If after reviewing the docs and exmples perchance you find
+[_Backtesting.py_][website] is not your cup of tea,
+you can have a look at some similar alternative Python backtesting frameworks:
+
+- [bt](http://pmorissette.github.io/bt/) -
+  a framework based on reusable and flexible blocks of
+  strategy logic that support multiple instruments and
+  output detailed statistics and useful charts.
+- [vectorbt](https://polakowo.io/vectorbt/) -
+  a pandas-based library for quickly analyzing trading strategies at scale.
+- [Backtrader](https://www.backtrader.com/) -
+  a pure-python feature-rich framework for backtesting
+  and live algotrading with a few brokers.
+- [PyAlgoTrade](https://gbeced.github.io/pyalgotrade/) -
+  event-driven algorithmic trading library with focus on
+  backtesting and support for live trading.
+- [Zipline](https://www.zipline.io/) -
+  the backtesting and live-trading engine powering Quantopian — the
+  community-centered, hosted platform for building and executing strategies.
+- [Pinkfish](http://fja05680.github.io/pinkfish/) -
+  a lightweight backtester for intraday strategies on daily data.
+- [finmarketpy](https://github.com/cuemacro/finmarketpy) -
+  a library for analyzing financial market data.
+- [QuantStart QSTrader](https://github.com/mhallsmoore/qstrader/) -
+  a modular schedule-driven backtesting framework for long-short equities
+  and ETF-based systematic trading strategies.
+- [pysystemtrade](https://github.com/robcarver17/pysystemtrade) -
+  the open-source version of Robert Carver's backtesting engine that
+  implements systems according to his book _Systematic Trading:
+  A unique new method for designing trading and investing systems_.
+- [QTPyLib](https://github.com/ranaroussi/qtpylib) -
+  a versatile, event-driven algorithmic trading library.
+- [Gemini](https://github.com/anfederico/Gemini) -
+  a backtester namely focusing on cryptocurrency markets.
+- [Quantdom](https://github.com/constverum/Quantdom) -
+  a Qt-based framework that lets you focus on modeling financial strategies,
+  portfolio management, and analyzing backtests.
+- [Clairvoyant](https://github.com/anfederico/Clairvoyant) -
+  software for identifying and monitoring social / historical cues
+  for short-term stock movement.
+- [optopsy](https://github.com/michaelchu/optopsy) -
+  a nimble backtesting library for options trading.
+- [RQalpha](https://github.com/ricequant/rqalpha) -
+  a complete solution for programmatic traders from data acquisition,
+  algorithmic trading, backtesting, real-time simulation, live trading
+  to mere data analysis. Documentation in Chinese.
+- [zvt](https://github.com/zvtvz/zvt) -
+  a quant trading platform which includes data recorder, factor calculation,
+  stock picking, backtesting, and unified visualization. Documentation in Chinese.
+
+#### Obsolete / Unmaintained
+
+The following projects are mainly old, stale, incomplete, incompatible,
+abandoned, and here for posterity reference only:
+
+- [AlephNull](https://github.com/CarterBain/AlephNull) -
+  extends the features of Zipline, for use within an institutional environment.
+- [ProfitPy](https://code.google.com/p/profitpy/) -
+  a set of libraries and tools for the development, testing, and execution of
+  automated stock trading systems.
+- [prophet](https://github.com/Emsu/prophet) -
+  a microframework for financial markets, focusing on modeling
+  strategies and portfolio management.
+- [pybacktest](https://github.com/ematvey/pybacktest) -
+  a vectorized pandas-based backtesting framework,
+  designed to make backtesting compact, simple and fast.
+- [quant](https://github.com/maihde/quant) -
+  a technical analysis tool for trading strategies with a particularily
+  simplistic view of the market.
+- [QuantSoftware Toolkit](https://github.com/QuantSoftware/QuantSoftwareToolkit) -
+  a toolkit by the guys that soon after went to form Lucena Research.
+- [QuantStart QSForex](https://github.com/mhallsmoore/qsforex) -
+  an event-driven backtesting and live-trading platform for use in
+  the foreign exchange markets,
+- [tia: Toolkit for integration and analysis](https://github.com/PaulMest/tia/) -
+  a toolkit providing Bloomberg data access, PDF generation,
+  technical analysis and backtesting functionality.
+- [TradingWithPython](https://github.com/sjev/trading-with-python) -
+  boiler-plate code for the (no longer active) course _Trading With Python_.
+- [Ultra-Finance](https://github.com/panpanpandas/ultrafinance) -
+  real-time financial data collection, analyzing and backtesting trading strategies.
+- [visualize-wealth](https://github.com/benjaminmgross/visualize-wealth) -
+  a library to construct, backtest, analyze, and evaluate portfolios
+  and their benchmarks, with comprehensive documentation illustrating
+  all underlying methodologies and statistics.