- 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 ... [Read more...]

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 da... [Read more...]

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 strai... [Read more...]

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 instru... [Read more...]

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... [Read more...]

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... [Read more...]

- Whenever I buy a new computer or format an old one, I have the problem of reinstalling my R packages. If you are a heavy user, you will likely have a significant amount of packages used by your scripts. When you try to run a sc... [Read more...]

- It has been 8 months since I switched from Windows 10 to Linux Mint. In this post I’ll talk about my experience as a scholar and R user in this transition. My work is, simply put, to communicate ideas. A typical day of work... [Read more...]

- I’ve been working with Linux for some time but always in a dual boot setup. While I used Linux-Mint at home, my university computer always had Windows. Most of the times it was not a problem working in one or the other and s... [Read more...]

- I just posted a major update to GetHFData. Version 1.3 of GetHFData makes it possible to download and aggregate order data from Bovespa. The data comprises buy and sell orders sent by market operators. Tabular data includes t... [Read more...]

- I’m looking forward to attending R in Finance conference in Chicago, next friday (2017-05-09). The program looks great! I am really happy, and a bit surprised, to see so many presentations related to market microstructure in... [Read more...]

- Setting a name for a CRAN package is an intimate process. Out of an infinite range of possibilities, an idea comes for a package and you spend at least a couple of days writing up and testing your code before submitting to CRAN... [Read more...]

- I’m pleased to announce that my book, Processing and Analyzing Financial Data with R, is finally ready! The book is a long term project that I always desired to do. It summarises everything that I wish I knew when I started t... [Read more...]

Processing and modelling financial data with R - My Portuguese book about finance and R was published a couple of months ago and, given its positive feedback, I decided to work on the english version immediately. You can find det... [Read more...]

- Facebook recently released a API package allowing access to its forecasting model called prophet. According to the underling post: It's not your traditional ARIMA-style time series model. It's closer in spirit to a Bayesian-... [Read more...]

My experience and some advices about the process - Many people, including my university colleagues and friends, have asked me about the process of writing a book and self publishing it in Amazon. You can find the details about the... [Read more...]

Looking at winning records of ATP top players and Brazilian tennists - In the previous post about tennis, we studied how changes in ball’s composition in hard and grass courts affected the game back in 2000. In this post, we wil... [Read more...]

Serving book exercises in the web with Shiny and Exams - As you may know, I recently published a R book in amazon. I decided to keep R exercises out of the book and serve them freely over the web. This was not a difficult decision... [Read more...]

I am happy to announce that my book about R and Finance (in portuguese) is finally available! The idea of writing a book about R started back in the end of 2015, when I decided to try something different than research papers. W... [Read more...]

An analysis of point by point data - I’m a big fan of Tennis. When I’m not working in the university, you can probably find me in my favourite tennis club, Sogipa. What is so great about Tennis? It is a sport that challenges y... [Read more...]