From fbfaed344129cbfb2a5134d29b0649cb043cd92e Mon Sep 17 00:00:00 2001
From: 0xfdf <0xfdf@implies.com>
Date: Sun, 4 Aug 2024 23:44:21 -0400
Subject: [PATCH] another small change to test CI

---
 README.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/README.md b/README.md
index 29bc619..8e6b69e 100644
--- a/README.md
+++ b/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.