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strand

0.2.3Package record

A Framework for Investment Strategy Simulation

0packages depend
4.3Kdownloads / year
67.7%test coverage
13/13flavors OK

Overview

About

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

CRAN checks
13OK
Slowest check: 5.1 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-06-09
  • ERROR12 OK, 1 ERROR2026-06-07
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.2.3
READMEYes · 560 wordsVignettesYes · 1 · dynamicNEWSYes · 100% structured · does not mention 0.2.3Citation fileNoWebsitenot declared in DESCRIPTION
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

4.3K
CRAN downloads in the past year
Rank #8,189 · ~12/day · ~359/mo
Daily download trend is not available in this view yet.
46130 days
1.1K90 days
4.3K1 year
Compare downloads with other packages →
Also on112 r2u4 autocran122 c2d4u

Repository

24Stars
6Forks
1Open issues
0Open PRs
6Releases
109Commits
4Commit identities
License file reads as GPL-3.0 · 109 commits · Last activity 2026-01-31 · 0% stars, 30d
Responsiveness
How these are sampled
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

2025-09-23 · 242026-07-07 · 24
PracticesBeta

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.

Continuous integration (1)
Travis CI (config file)
Docs source (1)
README.Rmd
Reproducibility and dev environment (1)
Dockerfile
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies
21 external dependencies (excludes base and recommended)

Installing strand adds 38 packages (23 with compiled code, 34 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, arrow 4.2 MB.

Depends (1)
R >= 3.5.0
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (6)
Maintainer since 0.1.1 (2020), Author, Copyright holder
Contributor · added in 0.2.0
Contributor · added in 0.2.0
Contributor · added in 0.2.0
Contributor · added in 0.2.0
Listed in earlier versions (1)
Strand Technologies, Inc.
no longer listed · 0.1.1 to 0.1.3
Releases (6)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 0.2.3Latest
    record
    2026-01-31 · current release · diff ↗
  • 0.2.2
    record
    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
    record
    2020-11-19 · diff ↗ ·
    added 1 export
    PortOpt
  • 0.1.3
    record
    2020-05-26 · diff ↗
  • 0.1.2
    record
    2020-05-23 · diff ↗ ·
    added 2 exports
    example_shiny_app, example_strategy_config
  • 0.1.1
    record
    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
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("strand")
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 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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for strand version 0.2.3 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

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.

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