Add ml-quant-trading paper implementation

[initial-d]

What

Adds ml-quant-trading to the Paper implementations section. It is an MIT-licensed PyTorch research stack accompanying the paper Machine Learning Enhanced Multi-Factor Quantitative Trading.

Why it fits

The implementation uses PyTorch for mask-aware factor computation and ML models, and covers 213 factors, bias correction, portfolio optimization, and vectorized backtesting. The entry links both the source repository and the corresponding paper.

Impact

One new entry is appended to the existing numbered list; no existing entries or sections are changed.

Validation

• Confirmed the repository and arXiv links return HTTP 200
• Checked for an existing ml-quant-trading entry
• Ran git diff --check

Disclosure

I maintain the submitted repository and am an author of the linked paper. This is a transparent self-submission for maintainer review.

[initial-d]

No pressure on timing. I just wanted to add a small maintainer note after a patch release:

• the project now has v0.2.1, focused on validation entrypoints and reproducibility follow-through;
• the Colab demo bootstrap now clones the canonical repository URL;
• the repo remains research/educational software, not a trading-signal claim.

Happy to adjust the category, wording, or remove the entry if it does not fit this list's scope.