sample_secref

A dataset containing sample (fake) security reference data for 500 securities.

datasets

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.

Jeff Enos

strand

A Framework for Investment Strategy Simulation

David Kane

Strand Technologies, Inc. 

sample_secref function

A data frame with 500 rows and 4 variables:<dl class="dl-horizontal">
 <dt>id</dt><dd>security identifier</dd>
 <dt>symbol</dt><dd>human-readable trading symbol</dd>
 <dt>category_1</dt><dd>categorical variable with values A-F</dd>
 <dt>category_2</dt><dd>categorical variable with values A-L</dd>
</dl>

Format

Sample security reference data for examples and testing — sample_secref

A data frame with 500 rows and 4 variables:<dl class='dl-horizontal'>
 <dt>id</dt><dd>security identifier</dd>
 <dt>symbol</dt><dd>human-readable trading symbol</dd>
 <dt>category_1</dt><dd>categorical variable with values A-F</dd>
 <dt>category_2</dt><dd>categorical variable with values A-L</dd>
</dl>

sample_secref: Sample security reference data for examples and testing

Description

Usage

Arguments

Format