show_constraints

<p>A Simulation object to show the configuration for</p>

<p>Build a flextable object showing a Simulation's risk constraints</p>

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".

Jeffrey  Enos

strand

A Framework for Investment Strategy Simulation

Jeff Enos

David Kane

Ben Czekanski

Robert Hoover

Jack Luby

Nils Wallin

show_constraints function

Show Strategy Constraints — show_constraints

Show Strategy Constraints

show_constraints: Show Strategy Constraints

Description

Usage

Arguments