another small change to test CI

README.md

@@ -4,5 +4,5 @@ Toraniko is a complete implementation of a risk model for quantitative and syste
 
 Using this library, you can create new custom factors and estimate their returns. From there you will be able to estimate a factor covariance matrix suitable for portfolio optimization with factor risk constraints (e.g. to main a market neutral portfolio).
 
-The only dependencies are numpy and Polars. It supports market, sector and style factors; three styles are included: value, size and momentum. The functions you broadly want to have for constructing more style factors (or custom fundamental factors of any kind) are included.
+The only dependencies are numpy and polars. It supports market, sector and style factors; three styles are included: value, size and momentum. The functions you broadly want to have for constructing more style factors (or custom fundamental factors of any kind) are included.