Publications by R on msperlin
New package: simfinR
Introduction In my latest post I wrote about package GetEdgarData, which downloaded structured data from the SEC. I’ve been working on this project and soon realized that the available data at the SEC/DERA section is not complete. For example, all Q4 statements are missing. This seems to be the way all exchanges release the financial documents....
3140 sym R (5858 sym/9 pcs) 8 img
Feedback on new book TOC (Table of Contents)
Back in 2017 I wrote the first international1 edition of my book “Analyzing Financial and Economic Data with R” (online version) . While I was happy with the content of the book at the time of publication, today I know I can make it better. As of early 2019, I’m working in the new edition of the book, taking my time (and weekends!) in fixin...
3075 sym
Static and Dynamic Book Exercises with R
In the new edition of my R book, to be released in early 2020 (see current TOC, new packages and notification form), I’m giving special attention to its use in the classroom. For that, I’ve created class slides and R exercises in the static and dynamic form. All the extra content will be freely available in the internet and distributed with p...
3824 sym R (15474 sym/6 pcs)
Looking back at 2019 and plans for 2020
I’m just about to leave for my vacation and, as usual, I’ll write about the highlights of 2019 and my plans for the year to come. First, let’s talk about my work in 2019. Highlights of 2019 The year of 2019 was not particularly fruitful in journal publications. I only had two: Accessing Financial Reports and Corporate Events with GetDFPDat...
3544 sym R (4314 sym/3 pcs) 2 img
Book release – Analyzing Financial and Economic Data with R (2º edition)
After a couple of unexpected delays, I am very pleased to announce the publication of the second edition of my book, Analyzing Financial and Economic Data with R. You can find it in Amazon as an ebook or print. An online version is available here. More details, including suplementary material, are available in the book webpage. The first edition ...
2614 sym
Book slides – Analyzing Financial and Economic Data with R
The slides for my newly released book Analyzing Financial and Economic Data with R are finally ready! I apologize for keep you guys waiting. The slides are available as independent .Rmd files for all book chapters including: ## [1] "afedR-Slides_Chapter-01_Introduction.Rmd" ## [2] "afedR-Slides_Chapter-02_BasicOperations.Rmd" ## [...
1400 sym R (946 sym/2 pcs)
A GARCH Tutorial in R
Myself, Mauro Mastella, Daniel Vancin and Henrique Ramos, just finished a tutorial paper about GARCH models in R and I believe it is a good content for those learning financial econometrics. You can find the full paper in this link. In a nutshell, the paper introduces motivation behind the GARCH type of models and presents an empirical applicatio...
1268 sym
Update on GetDFPData tables — 2019’s DFP and FRE data
After battling B3’s website for days, I finally managed to gather a master table for all corporate data. I’m happy to report that the 2019’s data is now included in GetDFPData, the CRAN package and shiny interface. This includes new financial statements and company’s FRE data. I also want to use this update to formally thank everyone that...
968 sym R (5132 sym/1 pcs)
New R package: GetCVMData
Package GetCVMData is an alternative to GetDFPData. Both have the same objective: fetch corporate data of Brazilian companies trading at B3, but diverge in their source. While GetDFPData imports data directly from the DFP and FRE systems, GetCVMData uses the CVM ftp site for grabbing compiled .csv files. When doing large scale importations, GetDF...
1543 sym R (4268 sym/2 pcs) 2 img
Financial Datasets Available in the Website
I’ve been researching financial data for over 10 years and compiled a great deal of compiled tables. Most of these comes from my R packages and have been used for creating class material, doing research and even writing a book. These files were mostly found in many copies across different projects. Last week I started to organize and centralize...
1497 sym R (799 sym/1 pcs)