diff --git a/README.md b/README.md index da69f05..a633d4d 100644 --- a/README.md +++ b/README.md @@ -521,3 +521,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [MesoSim Options Trading Strategy Library](https://github.com/deltaray-io/strategy-library) - Free and public Options Trading strategy library for MesoSim. - [Quant-Finance-With-Python-Code](https://github.com/lingyixu/Quant-Finance-With-Python-Code) - Repo for code examples in Quantitative Finance with Python by Chris Kelliher - [QuantFinanceTraining](https://github.com/JoaoJungblut/QuantFinanceTraining) - This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference. +- [Statistical-Learning-based-Portfolio-Optimization](https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization) - This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).