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
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