strand: 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.

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

Downloads:

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_0.1.2.zip, r-oldrel: strand_0.1.2.zip
macOS binaries: r-release: not available, r-oldrel: strand_0.1.3.tgz
Old sources: strand archive

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