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 resultsRetroSearch is an open source project built by @garambo | Open a GitHub Issue
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