Update the central README

Author: vissarion

R-proj/readme.md

@@ -34,9 +34,10 @@ result <- sample_ptfs_constant_volatility(
   M    = 2000                           # points per random walk
 )
 
-samples <- result$overall_samples[[1]]  # matrix: rows = assets, cols = portfolios
-colSums(samples)                        # all 1.0; long-only simplex constraint met
-mean(diag(t(samples) %*% sigma %*% samples))  # ~0.3; target volatility matched
+samples <- result$overall_samples[[1]]  # matrix: rows = assets, 
+                                        # cols = portfolios
+colSums(samples)                        # long-only simplex constraint
+mean(diag(t(samples) %*% sigma %*% samples))  # ~0.3; target volatility
 ```
 
 See `run_minimal_example.R` for a complete worked example.

README.md

@@ -2,6 +2,9 @@
 
 **VolEsti** is a `C++` library for volume approximation and sampling of convex bodies (*e.g.* polytopes) with an `R` and limited `python` interface. **VolEsti** is part of the [GeomScale](https://geomscale.github.io) project.
 
+*** This is the low_volatility branch that contains the code for the 
+paper "Reassessing the Low-Volatility Anomaly through the Geometry of Portfolio Choice". For more details see [R-proj/readme.md](R-proj/readme.md).
+
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 [![CRAN downloads](https://cranlogs.r-pkg.org/badges/volesti)](https://cran.r-project.org/package=volesti)
 ![CRAN/METACRAN](https://img.shields.io/cran/l/volesti)