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.
| Version: | 0.1.3 |
| Depends: | R (≥ 3.5.0) |
| Imports: | R6, Matrix, Rglpk, dplyr, tidyr, feather, lubridate, rlang, yaml, ggplot2 |
| Suggests: | testthat, knitr, rmarkdown, shiny, DT, Rsymphony |
| Published: | 2020-05-26 |
| Author: | Jeff Enos [cre, aut], David Kane [aut], Strand Technologies, Inc. [cph] |
| Maintainer: | Jeff Enos <jeff at strand.tech> |
| BugReports: | https://github.com/strand-tech/strand/issues |
| License: | GPL-3 |
| URL: | https://github.com/strand-tech/strand |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | strand results |
| Reference manual: | strand.pdf |
| Vignettes: |
Backtesting with strand |
| Package source: | strand_0.1.3.tar.gz |
| Windows binaries: | r-devel: strand_0.1.3.zip, r-release: strand_0.1.3.zip, r-oldrel: strand_0.1.3.zip |
| macOS binaries: | r-release: strand_0.1.3.tgz, r-oldrel: strand_0.1.3.tgz |
| Old sources: | strand archive |
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