strand
A Framework for Investment Strategy Simulation
v0.2.3
·
Jan 31, 2026
·
GPL-3
Description
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".
Downloads
355
Last 30 days
11196th
977
Last 90 days
4.1K
Last year
Trend: +33.5% (30d vs prior 30d)
CRAN Check Status
13
OK
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 7, 2026
ERROR
r-devel-linux-x86_64-debian-gcc
examples
Running massageExamples to create ‘strand-Ex.R’ failed Error in file(out, "wt") : cannot open the connection Calls: <Anonymous> -> Rd2ex -> file In addition: Warning messages: 1: In dir.create(filedir) : cannot create dir '/tmp/RtmplLhDnU/file18a08227aab6be', reason 'No space left on device' 2: In file(out, "wt") : cannot open file '/tmp/RtmplLhDnU/file18a08227aab6be/PortOpt.R': No such file or directory Execution halted NONE