strand-tech/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. For background see L. Chincarini and D. Kim (2010, ISBN:978-0-07-145939-6) "Quantitative Equity Portfolio Management".
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Package details |
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| Maintainer | |
| License | GPL-3 |
| Version | 0.2.0 |
| URL | https://github.com/strand-tech/strand |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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