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.
It appears you don't have a PDF plugin for this browser. You can
click here to download the reference manual.
Jeff Enos, 2 months ago
Report a bug at https://github.com/strand-tech/strand/issues
Browse source code at
Jeff Enos [cre, aut]
David Kane [aut]
Imports R6, Matrix, Rglpk, dplyr, tidyr, feather, lubridate, rlang, yaml, ggplot2
Suggests testthat, knitr, rmarkdown, shiny, DT, Rsymphony
See at CRAN