From 5c69c44d6fe3c8b1fb33c485666eb2f2572b3278 Mon Sep 17 00:00:00 2001 From: kasperjo <77122345+kasperjo@users.noreply.github.com> Date: Sat, 9 Dec 2023 14:26:44 -0800 Subject: [PATCH] Update README.md --- README.md | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/README.md b/README.md index 459a914..9271646 100644 --- a/README.md +++ b/README.md @@ -1,5 +1,9 @@ # cvxstatarb +This code repo accompanies the paper +[Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization +](https://web.stanford.edu/~boyd/papers/cvx_ccv_stat_arb.html). + ## Poetry We assume you share already the love for [Poetry](https://python-poetry.org).