Publications by R and Finance
Package GetLattesData
Downloading and reading bibliometric data from Lattes – Lattes is the largest and unique platform for academic curriculumns. There you can find information about the academic work of ALL Brazilian scholars. It includes institution of PhD, current employer, field of work, all publications metadata and many more. It is an uni...
3173 sym R (4150 sym/7 pcs) 2 img 1 tbl
Recreating the LOB
Update to GetHFData (Version 1.4) – GetHFData newest version (1.4) allows the recreation of the LOB (limit order book) based on order data. A limit order book is the standard format that trading occurs in most exchanges. Order are sent and executed whenever there is a match of order prices from sellers and buyers. Recreatin...
1506 sym R (780 sym/1 pcs)
Brazilian Yield Curve
The latest version of GetTDData offers function get.yield.curve to download the current Brazilian yield curve directly from Anbima. The yield curve is a financial tool that shows how, based on current prices of fixed income instruments, the market perceives the future real, nominal and inflation returns. You can find more details regarding the us...
2154 sym R (860 sym/4 pcs) 2 img
New Package GetITRData
Downloading Quarterly Financial Reports from Bovespa – Financial statements of companies traded at B3 (formerly Bovespa), the Brazilian stock exchange, are available in its website. Accessing the data for a single company is straightforwardd. In the website one can find a simple interface for accessing this dataset. An exam...
5785 sym R (11507 sym/13 pcs) 2 img 1 tbl
Package GetDFPData
Downloading Annual Financial Reports and Corporate Events from B3 (formerly Bovespa) – Financial statements of companies traded at B3 (formerly Bovespa), the Brazilian stock exchange, are available in its website. Accessing the data for a single company is straightforward. In the website one can find a simple interface for ...
6206 sym R (11551 sym/13 pcs) 2 img 1 tbl
Serving shiny apps in the internet with your own server
– In this post I’ll share my experience in setting up my own virtual server for hosting shiny applications in Digital Ocean. First, context. I’m working in a academic project where we build a package for accessing financial data and corporate events directly from B3, the Brazilian financial exchange. The objective is ...
2484 sym