From d3a54c4f000d714f946c77fa62fc8b6ee16af0ba Mon Sep 17 00:00:00 2001 From: kasperjo <77122345+kasperjo@users.noreply.github.com> Date: Sun, 10 Dec 2023 12:22:30 -0800 Subject: [PATCH] Update README.md --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index 9271646..49ea114 100644 --- a/README.md +++ b/README.md @@ -1,6 +1,6 @@ # cvxstatarb -This code repo accompanies the paper +This code repository accompanies the paper [Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization ](https://web.stanford.edu/~boyd/papers/cvx_ccv_stat_arb.html).