Publications by R on msperlin
Package GetDFPData
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 accessing this dataset. An example is given here. However, gathering and organizing the data for a large scale...
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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 to set a reproducible stand...
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Looking back in 2017 and plans for 2018
My blog in 2017 As we come close to the end of 2017, its time to look back. This has been a great year for me in many ways. This blog started as a way to write short pieces about using R for finance and promote my book in an organic way. Today, I’m very happy with my decision. Discovering and trying new writing styles keeps my interest very muc...
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Major update to BatchGetSymbols
I just released a long due update to package BatchGetSymbols. The files are under review in CRAN and you should get the update soon. Meanwhile, you can install the new version from Github: if (!require(devtools)) install.packages('devtools') devtools::install_github('msperlin/BatchGetSymbols') The main innovations are: Clever cache system: By de...
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Writing papers about packages
Back in 2007 I wrote a Matlab package for estimating regime switching models. I was just starting to learn to code and this project was my way of doing it. After publishing it in FEX (Matlab file exchange site), I got so many repeated questions on my email that eventually I realized it would be easier to write a manual for people to read. Some ti...
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Predatory Journals and R
My paper about the penetration of predatory journals in Brazil, Is predatory publishing a real threat? Evidence from a large database study, just got published in Scientometrics!. The working paper version is available in SSRN. This is a nice example of a data-intensive scientific work cycle, from gathering data to reporting results. Everything w...
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Investing for the Long Run
I often get asked about how to invest in the stock market. Not surprisingly, this has been a common topic in my classes. Brazil is experiencing a big change in its financial scenario. Historically, fixed income instruments paid a large premium over the stock market and that is no longer the case. Interest rates are low, without the pressure from ...
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Second Edition of “Processamento e Analise de Dados Financeiros e Econômicos com o R”
It is with great pleasure that I announce the second edition of the portuguese version of my book, Processing and Analyzing Financial Data with R. This edition updates the material significantly. The portuguese version is now not only in par with the international version of the book, but much more! Here are the main changes: The structure of ch...
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Benchmarking a SSD drive in reading and writing files with R
I recently bought a new computer for home and it came with two drives, one HDD and other SSD. The later is used for the OS and the former stores all of my personal files. From all computers I had, both home and work, this is definitely the fastest. While some of the merits are due to the newer CPUS and RAM, the SSD drive can make all the differen...
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BatchGetSymbols 2.2
One of the main requests I get for package BatchGetSymbols is to add the choice of frequency of the financial dataset. Today I finally got some time to work on it. I just posted a new version of BatchGetSymbols in CRAN. The major change is that users can now set the time frequency of the financial data: dailly, weekly, monthly or yearly. Let’s ...
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