Package: strand
Type: Package
Title: A Framework for Investment Strategy Simulation
Version: 0.2.2
Date: 2025-09-21
Authors@R: 
    c(person(given = "Jeff",
             family ="Enos",
             email = "jeffrey.enos@gmail.com",
             role = c("cre", "aut", "cph")),
      person(given = "David",
             family = "Kane",
             email = "dave.kane@gmail.com",
             role = "aut"),
      person(given = "Ben",
             family = "Czekanski",
             role = "ctb"),
      person(given = "Robert",
             family = "Hoover",
             role = "ctb"),
      person(given = "Jack",
             family = "Luby",
             role = "ctb"),
      person(given = "Nils",
             family = "Wallin",
             role = "ctb"))
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".
License: GPL-3
URL: https://github.com/strand-tech/strand
BugReports: https://github.com/strand-tech/strand/issues
Depends: R (>= 3.5.0)
Imports: R6, Matrix, Rglpk, dplyr, tidyr, arrow, lubridate, rlang,
        yaml, ggplot2, tibble, methods
Suggests: testthat, knitr, rmarkdown, shiny, shinyFiles, shinyjs, DT,
        Rsymphony, officer, flextable, plotly
Encoding: UTF-8
LazyData: true
VignetteBuilder: knitr
RoxygenNote: 7.3.3
NeedsCompilation: no
Packaged: 2025-09-21 19:51:49 UTC; root
Author: Jeff Enos [cre, aut, cph],
  David Kane [aut],
  Ben Czekanski [ctb],
  Robert Hoover [ctb],
  Jack Luby [ctb],
  Nils Wallin [ctb]
Maintainer: Jeff Enos <jeffrey.enos@gmail.com>
Repository: CRAN
Date/Publication: 2025-09-21 22:20:02 UTC
Built: R 4.5.2; ; 2025-12-25 03:57:55 UTC; windows
