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@@ -34,7 +34,7 @@ The optimal linkage criterion is estimated based on the [agglomerative coefficie
As soon as I find the time, I will make the app more visually appealing and add more features. These include the following:
- Possibility to upload your own data as a csv file.
- More risk metrics, such as [Conditional Drawdown at Risk](https://breakingdownfinance.com/finance-topics/alternative-investments/conditional-drawdown-at-risk-cdar/) (CDAR)
- More risk metrics, such as [Conditional Drawdown at Risk](https://breakingdownfinance.com/finance-topics/alternative-investments/conditional-drawdown-at-risk-cdar/) (CDaR)
- Risk-affine weighting
- Shrinkage, denoising and detoning possibilities for the dependency matrix
- Further dependency metrics, such as [mutual information](https://en.wikipedia.org/wiki/Mutual_information).
