diff --git a/README.md b/README.md index e83fa40..0066163 100644 --- a/README.md +++ b/README.md @@ -38,3 +38,4 @@ The optimal linkage criterion is estimated based on the [agglomerative coefficie - 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). +- Possibility to also enter short positions.