fix: add references to sector model notebook, update README.md

blaahhrrgg · Jan 30, 2024 · b66a6e4 · b66a6e4
1 parent b4595f5
commit b66a6e4
Show file tree

Hide file tree

Showing 2 changed files with 34 additions and 30 deletions.
diff --git a/README.md b/README.md
@@ -3,5 +3,9 @@
 Risk attribution and optimisation using a multi-factor equity risk model.
 
 Includes functionality to:
-* Calculate risk, marginal risk contributions and risk concentration measures
+* Calculate risk, risk contributions and risk concentration measures
 * Optimise a portfolio to be factor *neutral* or *tolerant*
+
+The directory `notebooks` contains some jupyter notebooks which provide a 
+starting point to exploring and developing equity risk models. It is by no 
+means comprehensive, so the usual caveats apply.