From 7125882a4ba86ef29dee2970c151f42acbc2859e Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Yannick=20K=C3=A4lber?= <104454936+YannickKae@users.noreply.github.com> Date: Sat, 22 Jul 2023 10:49:31 +0200 Subject: [PATCH] Update README.md --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index 4253f4e..e83fa40 100644 --- a/README.md +++ b/README.md @@ -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).