Hi all, I'm pleased to announce that the 'strand' package is now available on CRAN.
The package 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, factor and category exposure limits, and trading limits. Features include YAML-based configuration, realistic trade filling based on percentage of actual volume, and automatic loosening of exposure constraints if no solution is found. CRAN: https://CRAN.R-project.org/package=strand GitHub: https://github.com/strand-tech/strand Please let me know if you have any feedback or questions. Best, Jeff Enos [[alternative HTML version deleted]] _______________________________________________ R-packages mailing list r-packa...@r-project.org https://stat.ethz.ch/mailman/listinfo/r-packages ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
