Package: strand
Type: Package
Title: A Framework for Investment Strategy Simulation
Version: 0.2.3
Date: 2026-01-31
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
Config/pak/sysreqs: cmake libglpk-dev libicu-dev libssl-dev
Repository: https://strand-tech.r-universe.dev
Date/Publication: 2026-01-31 21:19:30 UTC
RemoteUrl: https://github.com/strand-tech/strand
RemoteRef: HEAD
RemoteSha: 5a3459e47c953d22d63d47ce9e829951f9ca3c96
NeedsCompilation: no
Packaged: 2026-07-04 11:36:15 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>