Publications by R on msperlin
BatchGetSymbols is now parallel!
BatchGetSymbols is my most downloaded package by any count. Computation time, however, has always been an issue. While downloading data for 10 or less stocks is fine, doing it for a large ammount of tickers, say the SP500 composition, gets very boring. I’m glad to report that time is no longer an issue. Today I implemented a parallel option for...
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New package: GetBCBData
The Central Bank of Brazil (BCB) offers access to its SGS system (sistema gerenciador de series temporais) with a official API available here. With time, I find myself using more and more of the available datasets in my regular research and studies. Over last weekend I decided to write my own API package that would make my life a lot easier. Pack...
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Risk and return for B3
One of the subjects that I teach in my undergraduate finance class is the relationship between risk and expected returns. In short, the riskier the investment, more returns should be expected by the investor. It is not a difficult argument to make. All that you need to understand is to remember that people are not naive in financial markets. When...
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R usage in Brazil
I’m using R for at least five years and always been curious about its usage in Brazil. I see some minor personal evidence that the number of users is increasing over time. My book in portuguese is steadily increasing its sells, and I’ve been receiving far more emails about my R packages. Conference are also booming. Every year there are at le...
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The Effect of Consistency on Corporate Net Income
One of the investment concepts that every long term investor should know is the effect of consistency over corporate performance. The main idea is that older and profitable companies are likely to continue to be profitable and even improve its performance in the upcoming years. Likewise, companies with constant losses are likely to continue in th...
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B3 is shutting down its ftp site
Well, bad news travels fast. Over the last couple of weeks I’ve been receiving a couple of emails regarding B3’s decision of shutting down its ftp site. More specifically, users are eager to know how it will impact my data grabbing packages in CRAN. I’ll use this post to explain the situation for everyone. The only package affected directl...
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B3 is NOT shutting down its ftp site, for now..
Surprise, surprise. B3’s ftp site is still up and running. Following previous post regarding the shutdown of B3’s ftp site and its impact over GetHFData, I’m happy to report that the site is up and running. We can check it with code: library(GetHFData) library(tidyverse) df.ftp <- ghfd_get_ftp_contents(type.market = 'equity') ## ## Read...
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New package: GetQuandlData
Introduction Quandl is one of the best platforms for finding and downloading financial and economic time series. The collection of free databases is solid and I’ve used it intensively in my research and class material. But, a couple of things from the native package Quandl always bothered me: Multiple data is always returned in the wide (colum...
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Help support GetDFPData
The shiny version of GetDFPData is currently hosted in a private server at DigitalOcean. A problem with the basic (5 USD) server I was using is with the low amount of available memory (RAM and HD). With that, I had to limit all xlsx queries for the data, otherwise the shiny app would ran out of memory. After upgrading R in the server, the xlsx op...
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New package: GetEdgarData
Introduction Every company traded in the US stock market must report its quarterly and yearly documents to the SEC and the public in general. This includes its accounting statements (10-K, 10-K) and any other corporate event that is relevant to investors. Edgar is the interface where we can search for a company’s filling information. By looking...
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