A Framework for Investment Strategy Simulation R package strand version 0.2.3 CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance) 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". Software 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 Jeff Enos <jeffrey.enos@gmail.com> Comprehensive R Archive Network (CRAN) Jeff Enos [cre, aut, cph], David Kane [aut], Ben Czekanski [ctb], Robert Hoover [ctb], Jack Luby [ctb], Nils Wallin [ctb] GPL-3 2026-01-31 application/tgz https://CRAN.R-project.org/package=strand doi:10.32614/CRAN.package.strand