strand (Q132955)
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A Framework for Investment Strategy Simulation
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | strand |
A Framework for Investment Strategy Simulation |
Statements
31 January 2026
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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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