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projects/loss_aversion/README.md

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 This research investigates loss aversion in financial markets through quantitative analysis of stock market data. Loss aversion, a cornerstone of behavioral economics established by Kahneman and Tversky (1979), suggests that people weigh losses more heavily than equivalent gains. This project seeks to identify and measure this phenomenon in stock market behavior using high-frequency trading data.
 
-**Notes**:
-    - This repo only contains a subset of the entire code in this project
-    - This project is a work in progress
+#### <ins>Skills</ins>
+- Behavioral Economics, Statistical Modeling, Bayesian Statistics
+
+#### <ins>Technology</ins>
+- Python, SkLearn
+<br>
+
+> **Note**: This repo only contains a subset of the entire code in this project.
 <br>
 
-- **Skills**: Behavioral Economics, Statistical Modeling, Bayesian Statistics
-- **Technology**: Python, SkLearn
+> [!WARNING]
+> This project is a work in progress.