- Its been almost two years since I first hosted this blog as an alternative outlet of my writings. Everything is currently being built using jekyll and hosted in github. It works fine but I want to have more control over the dep... [Read more...]

An Introduction to Loops in R - Loops in R First, if you are new to programming, you should know that loops are a way to tell the computer that you want to repeat some operation for a number of times. This is a very common task t... [Read more...]

- Its been a while since I write a CRAN package and this weekend I decided to work on a idea I had some time ago. The result is package PkgsFromFiles. When working with different computers at home or work, one of the problems I ... [Read more...]

- Last year I released package GetLattesData. This package is very handy for anyone that researches bibliometric data of Brazilian scholars. You could easily import the whole academic history of any researcher registered at the p... [Read more...]

- One of the main requests I get for package BatchGetSymbols is to allow the choice of frequency of the financial dataset. I finally got some time to work on it. I just posted a new version of BatchGetSymbols in CRAN. The major c... [Read more...]

- 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 for all of my files. From all computers I had, both home and work, this is definitely the fastest. While some ... [Read more...]

- 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! ... [Read more...]

- 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 ... [Read more...]

- 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 ... [Read more...]

Some advices from a referee - 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 exch... [Read more...]

Making it even easier to download and organize stock prices from Yahoo Finance - 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 c... [Read more...]

- While I would like to post a success story about the Brazilian post office using R to analyze its internal data, the real story is the use of R’s logo for its Registered mail :). Have a look: My best guess is that someone... [Read more...]

- 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. Toda... [Read more...]