Publications by Joshua Ulrich
quantmod 0.4-9 on CRAN
A new release of quantmod is now on CRAN! The only change was to address changes to Yahoo! Finance and their effects on getSymbols.yahoo(). GitHub issue #157 contains some details about the fix implementation.Unfortunately, the URL wasn’t the only thing that changed. The actual data available for download changed as well.The...
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Importing and Managing Financial Data
I’m excited to announce my DataCamp course on importing and managing financial data in R! I’m also honored that it is included in DataCamp’s Quantitative Analyst with R Career Track!You can explore the first chapter for free, so be sure to check it out!Course DescriptionFinancial and economic time series data come in various shapes, sizes,...
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xts 0.10-0 on CRAN!
A new, and long overdue, release of xts is now on CRAN! The major change is the completely new plot.xts() written by Michael Weylandt and Ross Bennett, and which is based on Jeff Ryan’s quantmod::chart_Series code.Do note that the new plot.xts() includes breaking changes to the original (and rather limited) plot.xts(). However,...
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getSymbols and Alpha Vantage
Thanks to Paul Teetor, getSymbols() can now import data from Alpha Vantage! This feature is part of the quantmod 0.4-11 release, and provides another another data source to avoid any Yahoo Finance API changes*.Alpha Vantage is a free web service that provides real-time and historical equity data. They provide daily, weekly, and m...
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RQuantLib 0.4.4 for Windows
I’m pleased to announce that the RQuantLib Windows binaries are now up to 0.4.4! The RQuantLib pre-built Windows binaries have been frozen on CRAN since 0.4.2, but now you can get version 0.4.4 binaries on Dirk’s ghrr drat repo.Installation is as simple as:drat::addRepo(“ghrr”) # maybe use ‘install.packages(“drat”)’ ...
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R/Finance 2018: Call for Papers
R/Finance 2018: Applied Finance with RJune 1 and 2, 2018University of Illinois at ChicagoCall For PapersThe tenth annual R/Finance conference for applied finance using R will be held June 1 and 2, 2018 in Chicago, IL, USA at the University of Illinois at Chicago. The conference will cover topics including portfolio management, time series analysi...
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xts 0.10-2 on CRAN
This xts release contains mostly bugfixes, but there are a few noteworthy features. Some of these features were added in version 0.10-1, but I forgot to blog about it. Anyway, in no particular order:endpoints() gained sub-second accuracy on Windows (#202)!na.locf.xts() now honors ‘x‘ and ‘xout‘ arguments by dispatching to the...
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Goodbye Google, Hello Tiingo!
First, the bad news:Google Finance no longer provides data for historical prices or financial statements, so we say goodbye to getSymbols.google() and getFinancials.google(). (#221) They are now defunct as of quantmod 0.4-13.Now, the good news:Thanks to Steve Bronder, getSymbols() can now import data from Tiingo! (#220) This fea...
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R/Finance 2018 Registration
This year marks the 10th anniversary of the R/Finance Conference! As in prior years, we expect more than 250 attendees from around the world. R users from industry, academia, and government will joining 50+ presenters covering all areas of finance with R. The conference will take place on June 1st and 2nd, at UIC in Chicago.You can find�...
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xts 0.11-1 on CRAN
xts version 0.11-1 was published to CRAN this morning. xts provides data structure and functions to work with time-indexed data. This release contains some awesome features that will transparently make your xts code even faster!There’s a new window.xts() method, thanks to Corwin Joy (#100, #240). Corwin also refactored and improved the perfor...
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