A Framework for Investment Strategy Simulation
Overview
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".
Install
Health
- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-07
- OK14 OK2026-03-10
Documentation
- Help pages
- 14includes a package overview page
- Examples that run
- 100%4 run in a plain check (1 of them under a condition)
- Exported functions with examples
- 75%
- Documented parameters
- not tracked
- Return-value docs
- 25%
- Help pages citing references
- 0%
Downloads
Repository
- PRs merged (all time)
- 75%
- Median days to close, 50 most recently updated closed issues
- 19
- Median days to close, 50 most recently updated closed PRs
- 3
Stars over time
Forks over time
Releases over time
Issues over time
PRs over time
4 development-tooling and community-health practices detected across 4 families in the upstream repository
Checks run against github.com/strand-tech/strand on 2026-10-18.
Dependencies
Code & Tests
Datasets
People & History
Package metadata
- First published
- 2020-05-18
- Total releases
- 6 / 6 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 848 KB / 3 files
- Download size
- 1.3 MB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("strand")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.