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strand  

A Framework for Investment Strategy Simulation
View on CRAN: Click here


Download and install strand package within the R console
Install from CRAN:
install.packages("strand")

Install from Github:
library("remotes")
install_github("cran/strand")

Install by package version:
library("remotes")
install_version("strand", "0.2.0")



Attach the package and use:
library("strand")
Maintained by
Jeff Enos
[Scholar Profile | Author Map]
First Published: 2020-05-18
Latest Update: 2020-11-19
Description:
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. For background see L. Chincarini and D. Kim (2010, ISBN:978-0-07-145939-6) "Quantitative Equity Portfolio Management".
How to cite:
Jeff Enos (2020). strand: A Framework for Investment Strategy Simulation. R package version 0.2.0, https://cran.r-project.org/web/packages/strand. Accessed 29 Mar. 2025.
Previous versions and publish date:
0.1.1 (2020-05-18 17:20), 0.1.2 (2020-05-23 08:40), 0.1.3 (2020-05-26 12:10)
Other packages that cited strand R package
View strand citation profile
Other R packages that strand depends, imports, suggests or enhances
Complete documentation for strand
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