The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
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".
| Version: | 0.2.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | R6, Matrix, Rglpk, dplyr, tidyr, arrow, lubridate, rlang, yaml, ggplot2, tibble, methods |
| Suggests: | testthat, knitr, rmarkdown, shiny, shinyFiles, shinyjs, DT, Rsymphony, officer, flextable, plotly |
| Published: | 2020-11-19 |
| DOI: | 10.32614/CRAN.package.strand |
| Author: | Jeff Enos [cre, aut, cph], David Kane [aut], Ben Czekanski [ctb], Robert Hoover [ctb], Jack Luby [ctb], Nils Wallin [ctb] |
| Maintainer: | Jeff Enos <jeffrey.enos at gmail.com> |
| BugReports: | https://github.com/strand-tech/strand/issues |
| License: | GPL-3 |
| URL: | https://github.com/strand-tech/strand |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| In views: | Finance |
| CRAN checks: | strand results |
| Reference manual: | strand.pdf |
| Vignettes: |
Backtesting with strand |
| Package source: | strand_0.2.0.tar.gz |
| Windows binaries: | r-devel: strand_0.2.0.zip, r-release: strand_0.2.0.zip, r-oldrel: strand_0.2.0.zip |
| macOS binaries: | r-release (arm64): strand_0.2.0.tgz, r-oldrel (arm64): strand_0.2.0.tgz, r-release (x86_64): strand_0.2.0.tgz, r-oldrel (x86_64): strand_0.2.0.tgz |
| Old sources: | strand archive |
Please use the canonical form https://CRAN.R-project.org/package=strand to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.