Update README.md

Author: blckswmngbrd

README.md

@@ -5,41 +5,39 @@ pandas, numpy, matplotlib.pyplot, and scipy
 
 Below is a brief list of the topics covered in the notebooks
 
+
 Calculate
 
-Log Returns
-Daily Returns
-Expected Portfolio Returns
-Expected Portfolio Variance
-Expected Portfolio Volitility
-Portfolio Beta
-Sharpe Ratio
-Treynor Ratio
-Information Ratio
-Omega Ratio
+Log Returns,
+Daily Returns,
+Expected Portfolio Returns,
+Expected Portfolio Variance,
+Expected Portfolio Volitility,
+Portfolio Beta,
+Sharpe Ratio,
+Treynor Ratio,
+Information Ratio,
+Omega Ratio,
 Sortino Ratio
 
+
 Optimize 
 
-Minimum Volatility
-Maximum Sharpe
-Minimum Volatility
-Target Return
-Portfolios within a Range 
+Minimum Volatility,
+Maximum Sharpe,
+Minimum Volatility,
+Target Return,
+Portfolios within a Specified range, 
 
 
 Generate 
 
-Random Weights
-Covariance Matrix
-Correlation Matrix
+Random Weights,
+Covariance Matrix,
+Correlation Matrix,
 A Benchmark/Market Returns (S&P500)
 
+
 Visualize
 
-Efficient Frontier
-Maximum Sharpe Ratio portfolio
-Minimum Vol portfolio
-individual asset allocation within a portfolio
-Distribution of Returns 
-Check Distribution of Returns
+Efficient Frontier,Maximum Sharpe Ratio portfolio, Minimum Vol portfolio, Individual asset allocation within a portfolio, Distribution of Returns, Check Distribution of Returns