[R-pkgs] strand: A Framework for Investment Strategy Simulation

[Jeff Enos]

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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