Name : R-strand
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Version : 0.2.0
| Vendor : obs://build_opensuse_org/devel:languages:R
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Release : lp154.13.1
| Date : 2024-06-08 18:02:24
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Group : Development/Libraries/Other
| Source RPM : R-strand-0.2.0-lp154.13.1.src.rpm
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Size : 1.88 MB
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Packager : https://www_suse_com/
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Summary : A Framework for Investment Strategy Simulation
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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\".
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.4/x86_64 |