R Observatory: Metrics for strand version 0.2.3

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

strand

0.2.3

A Framework for Investment Strategy Simulation

0packages depend

4.1Kdownloads / year

67.7%test coverage

13/13checks pass

Overview

About

Maintained by Jeff EnosFirst published 2020-05-186 releasesCRAN page ↗GitHub ↗

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

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("strand", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("strand-tech/strand")

Development version from strand-tech/strand. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-strand

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-strand

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-strand

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 5.1 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.26

67.7%

Coverage · measured lines

100%

Documentation · exports

12

Dependencies · direct

Check history

OK2026-08-04
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-07
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 560 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: not tracked
Return-value docs: 25%
References docs: 0%

Downloads

4.1K

CRAN downloads in the past year

Rank #10,097 · ~11/day · ~342/mo

Releases R versions

Daily download trend is not available in this view yet.

25630 days

96990 days

4.1K1 year

Compare downloads with other packages →

Also on160 r2u16 autocran84 c2d4u

Repository

GitHub ↗ strand-tech/strand

24Stars

6Forks

1Open issues

0Open PRs

6Releases

109Commits

4Contributors

License GPL-3.0 · 109 commits · Last activity 2026-01-31 · 0% stars, 30d

Stars over time

2024-07-30 · 232026-07-07 · 24

Repository practices

Upstream repositoryBeta

4 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/strand-tech/strand on 2026-08-09.

Continuous integration (1)

Travis CI

Reproducibility and dev environment (1)

Dockerfile

Docs source (1)

README.Rmd

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

21 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (12)

R6MatrixRglpk dplyr tidyr arrow lubridate rlang yaml ggplot2 tibblemethods

LinkingTo (0)

none

Suggests (11)

testthat knitr rmarkdown shiny shinyFiles shinyjs DT Rsymphony officer flextable plotly

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (6)

Maintainer (1)

Jeff Enos

Maintainer, Author, Copyright holder

Authors (2)

Jeff Enos

Maintainer, Author, Copyright holder

David Kane

Author

Contributors (4)

Ben Czekanski

Contributor · added in 0.2.0

Robert Hoover

Contributor · added in 0.2.0

Jack Luby

Contributor · added in 0.2.0

Nils Wallin

Contributor · added in 0.2.0

Copyright holders (1)

Jeff Enos

Maintainer, Author, Copyright holder

Listed in earlier versions (1)

Strand Technologies, Inc.

no longer listed · 0.1.1 to 0.1.3

Package Timeline

6 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.2.3Latest
2026-01-31 · current release · diff ↗
0.2.2
2025-09-22 · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
0.2.0
2020-11-19 · diff ↗
0.1.3
2020-05-26 · diff ↗
0.1.2
2020-05-23 · diff ↗
0.1.1
2020-05-18
R
R 4.0.0 released · 2020-04-24

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
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("strand")

Format

Enos, J., Czekanski, B., Hoover, R., Kane, D., Luby, J., & Wallin, N. (2026). strand: A Framework for Investment Strategy Simulation (Version 0.2.3) [Computer software]. https://doi.org/10.32614/CRAN.package.strand

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for strand version 0.2.3 [Data set]. HJJB, LLC. Data release v2026-08-13. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-13, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →