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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "strand" in publications use:'
type: software
license: GPL-3.0-only
title: 'strand: A Framework for Investment Strategy Simulation'
version: 0.2.0
doi: 10.32614/CRAN.package.strand
abstract: 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".
authors:
- family-names: Enos
  given-names: Jeff
  email: jeffrey.enos@gmail.com
- family-names: Kane
  given-names: David
  email: dave.kane@gmail.com
repository: https://strand-tech.r-universe.dev
repository-code: https://github.com/strand-tech/strand
commit: 9cdc27004620166b99a8a4c00f207425e45913b2
url: https://github.com/strand-tech/strand
date-released: '2020-11-18'
contact:
- family-names: Enos
  given-names: Jeff
  email: jeffrey.enos@gmail.com