A Framework for Investment Strategy Simulation

Provides a framework for performing discrete (share-level) simulations of investment strategies. Simulated portfolios optimize exposure to an input signal subject to constraints such as position size and factor exposure.


Reference manual

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0.1.3 by Jeff Enos, 5 months ago


Report a bug at https://github.com/strand-tech/strand/issues

Browse source code at https://github.com/cran/strand

Authors: Jeff Enos [cre, aut] , David Kane [aut] , Strand Technologies , Inc. [cph]

Documentation:   PDF Manual  

GPL-3 license

Imports R6, Matrix, Rglpk, dplyr, tidyr, feather, lubridate, rlang, yaml, ggplot2

Suggests testthat, knitr, rmarkdown, shiny, DT, Rsymphony

See at CRAN