In strand-tech/strand: A Framework for Investment Strategy Simulation

```{css, echo=FALSE} h1, h2, h3, h4, h5 { font-family: Arial, Helvetica, sans-serif; font-weight: 500; }

```r
knitr::opts_chunk$set(echo = FALSE)
res <- params$res

Setup

show_config(res)

show_constraints(res)

Overview

show_stats(res)

show_monthly_returns(res)
best_worst <- show_best_worst(res)
best_worst[[1]]
best_worst[[2]]

res$plotPerformance()

for (this_var in contrib_vars) {
  print(res$plotContribution(this_var))
}

Exposures

res$plotMarketValue()

category_vars <- res$getConfig()$getConfig("simulator")$calculate_exposures$category_vars
for (this_var in category_vars) {
  print(res$plotCategoryExposure(this_var))
}

factor_vars <- res$getConfig()$getConfig("simulator")$calculate_exposures$factor_vars
if (!is.null(factor_vars) && length(factor_vars) > 0) {
  print(res$plotFactorExposure(factor_vars))
}

res$plotNumPositions()
res$plotTurnover()
res$plotUniverseSize()
res$plotNonInvestablePct()