├── .Rbuildignore ├── .gitignore ├── .travis.yml ├── DESCRIPTION ├── Dockerfile ├── LICENSE ├── NAMESPACE ├── NEWS.md ├── R ├── CrossSection.R ├── CrossSectionFromFile.R ├── PortOpt.R ├── Portfolio.R ├── Simulation.R ├── StrategyConfig.R ├── calculate_exposures.R ├── data.R ├── examples.R ├── load_data_files.R ├── reporting.R ├── strand.R └── utilities.R ├── README.Rmd ├── README.md ├── data ├── sample_inputs.RData ├── sample_pricing.RData └── sample_secref.RData ├── docker-compose.yml ├── inst ├── application │ ├── server.R │ ├── strategy_config.yaml │ ├── strategy_config_file_inputs.yaml │ └── ui.R └── reports │ └── simReport.Rmd ├── man ├── PortOpt.Rd ├── Simulation.Rd ├── example_shiny_app.Rd ├── example_strategy_config.Rd ├── make_ft.Rd ├── sample_inputs.Rd ├── sample_pricing.Rd ├── sample_secref.Rd ├── show_best_worst.Rd ├── show_config.Rd ├── show_constraints.Rd ├── show_monthly_returns.Rd ├── show_stats.Rd └── strand-package.Rd ├── sample_data.tar.gz ├── strand.Rproj ├── tests ├── testthat.R └── testthat │ ├── data │ ├── test_PortOpt_factor_constraint.RData │ ├── test_PortOpt_factor_constraint.yaml │ ├── test_PortOpt_simple.RData │ ├── test_PortOpt_simple.yaml │ ├── test_Simulation.RData │ ├── test_Simulation.yaml │ ├── test_Simulation_overallReturnsByMonthDf.RData │ ├── test_Simulation_overallStatsDf.RData │ ├── test_Simulation_simple.yaml │ └── test_input │ │ ├── inputs │ │ ├── inputs_20190102.feather │ │ ├── inputs_20190103.feather │ │ ├── inputs_20190104.feather │ │ ├── inputs_20190107.feather │ │ └── inputs_20190108.feather │ │ ├── pricing │ │ ├── pricing_20190102.feather │ │ ├── pricing_20190103.feather │ │ ├── pricing_20190104.feather │ │ ├── pricing_20190107.feather │ │ └── pricing_20190108.feather │ │ └── secref.feather │ ├── test_PortOpt_factor_constraint.R │ ├── test_PortOpt_simple.R │ ├── test_PortOpt_turnover_constraint.R │ ├── test_Simulation.R │ ├── test_StrategyConfig.R │ ├── test_adjust.R │ └── test_normalize.R └── vignettes ├── sample.yaml 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