Create README.md in folder

Author: StefanGam

FRM_compare_ws/README.md

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+<div style="margin: 0; padding: 0; text-align: center; border: none;">
+<a href="https://quantlet.com" target="_blank" style="text-decoration: none; border: none;">
+<img src="https://github.com/StefanGam/test-repo/blob/main/quantlet_design.png?raw=true" alt="Header Image" width="100%" style="margin: 0; padding: 0; display: block; border: none;" />
+</a>
+</div>
+
+```
+Name of Quantlet: FRM_compare_ws
+
+Published in: FRM: A Financial Risk Meter based on penalizing tail events occurrence
+
+Description: plot 100 firms based FRM with window size 63 and window size 126, plot the cross correlation of them
+
+Keywords: plot, comparison, firms, financial, risk, penalty, tail, correlation
+
+See also: FRM_compare_nf, FRM_compare_of
+
+Author: Lining Yu
+
+Submitted: THU, December 15 2016 by Lining Yu
+
+Datafile: FRM_comparison.csv
+
+```
+<div align="center">
+<img src="https://raw.githubusercontent.com/QuantLet/FRM/master/FRM_compare_ws/FRM_compare_ws_plot.png" alt="Image" />
+</div>
+
+<div align="center">
+<img src="https://raw.githubusercontent.com/QuantLet/FRM/master/FRM_compare_ws/ccf_63_126.png" alt="Image" />
+</div>
+