Articles by R on FOSS Trading

xts_0.13.2 on CRAN

January 22, 2024 | R on FOSS Trading

An updated version of xts is now on CRAN. The most notable change is that plot.xts() now supports a log scale y-axis. This involved a significant refactor of the plot.xts() internals, so it’s possible to have introduced some bugs. Features Add ... [Read more...]

Adaptive Asset Allocation Extended

January 17, 2024 | R on FOSS Trading

This post extends the replication from the Adaptive Asset Allocation Replication post by running the analysis on OOS (out-of-sample) data from 2015 through 2023. Thanks to Dale Rosenthal for helpful comments. The paper uses the 5 portfolios below. Each...
[Read more...]

quantmod_0.4.25 on CRAN

August 22, 2023 | R on FOSS Trading

An updated version of quantmod is now on CRAN. It includes an awesome new feature that allows you to import up to 7 days of intraday data from Yahoo Finance! New Features getSymbols.yahoo() can import up to 7 days of intraday data! Thanks to @kapsner... [Read more...]

getSymbols Rebooted

May 22, 2023 | R on FOSS Trading

quantmod and getSymbols() have been a core part of the R/Finance ecosystem for over 15 years. We want to change some things, but they would break existing code. We can make these changes in the new ‘rfimport’ package instead. Background The... [Read more...]

getSymbols Rebooted

May 22, 2023 | R on FOSS Trading

quantmod and getSymbols() have been a core part of the R/Finance ecosystem for over 15 years. We want to change some things, but they would break existing code. We can make these changes in the new ‘rfimport’ package instead. Background The... [Read more...]

xts_0.13.1 on CRAN

April 24, 2023 | R on FOSS Trading

An updated version of xts is now on CRAN. This release patches a few issues with the features added in version 0.13.0 and addresses a few maintenance issues that popped up recently. Patches for features added in 0.13.0 Format each column individually before printing. The top/bottom rows could have a different ... [Read more...]

xts_0.13.1 on CRAN

April 19, 2023 | R on FOSS Trading

An updated version of xts is now on CRAN. This release patches a few issues with the features added in version 0.13.0 and addresses a few maintenance issues that popped up recently. Patches for features added in 0.13.0 Format each column individually before printing. The top/bottom rows could have a different ... [Read more...]

quantmod_0.4.22 on CRAN

April 16, 2023 | R on FOSS Trading

An updated version of quantmod is now on CRAN. It adds functions HL(), is.HL(), and has.HL() to check for ‘high’ and ‘low’ price columns. It also makes accessing Yahoo Finance price, dividend, and split data more robust. getSymb... [Read more...]

quantmod_0.4.22 on CRAN

April 16, 2023 | R on FOSS Trading

An updated version of quantmod is now on CRAN. It adds functions HL(), is.HL(), and has.HL() to check for ‘high’ and ‘low’ price columns. It also makes accessing Yahoo Finance price, dividend, and split data more robust. getSymb... [Read more...]

xts_0.13.0 on CRAN

February 21, 2023 | R on FOSS Trading

An updated version of xts is now on CRAN. This release adds several exciting changes: open-ended time-of-day subsetting, smarter conversions to xts from data.frames/data.tables/tibbles; to.period() handles custom endpoint values, print() truncates rows... [Read more...]

xts_0.13.0 on CRAN

February 21, 2023 | R on FOSS Trading

An updated version of xts is now on CRAN. This release adds several exciting changes: open-ended time-of-day subsetting, smarter conversions to xts from data.frames/data.tables/tibbles; to.period() handles custom endpoint values, print() truncates rows... [Read more...]

xts_0.12.2 on CRAN

October 15, 2022 | R on FOSS Trading

An updated version of xts is now on CRAN. This release is a big one, with lots of changes. Plotting functionality got a lot of attention. Another notable change is that merge.xts() now supports suffixes. Plus the obligatory bug fixes and refinements to... [Read more...]

xts_0.12.2 on CRAN

October 15, 2022 | R on FOSS Trading

An updated version of xts is now on CRAN. This release is a big one, with lots of changes. Plotting functionality got a lot of attention. Another notable change is that merge.xts() now supports suffixes. Plus the obligatory bug fixes and refinements to... [Read more...]

xts_0.12.1 on CRAN

September 13, 2020 | R on FOSS Trading

This is a long-overdue post. I’m trying to get int the habit of posting and announcing each of my package releases. So I’m writing posts this morning for the most recent release of the most popular packages I maintain. I released an updated... [Read more...]

TTR_0.24.2 on CRAN

September 13, 2020 | R on FOSS Trading

This is another one of my long-overdue posts. I’m trying to get int the habit of posting and announcing each of my package releases. So I’m writing posts this morning for the most recent release of the most popular packages I maintain. I re... [Read more...]

quantmod_0.4-16 on CRAN

March 10, 2020 | R on FOSS Trading

A new version of quantmod is on CRAN! One really cool thing about this release is that almost all the changes are contributions from the community. Ethan Smith made more excellent contributions to getQuote() in this release. It no longer throws an erro... [Read more...]

microbenchmark_1.4-7 on CRAN

October 10, 2019 | R on FOSS Trading

I pushed an updated microbenchmark to CRAN a couple weeks ago. There were two noteworthy changes, thanks to great contributions from @MichaelChirico and @harvey131. Michael fixed a bug in the check for whether the unit argument was a character string (... [Read more...]

quantmod_0.4-14 on CRAN

March 25, 2019 | R on FOSS Trading

I just pushed a new release of quantmod to CRAN! I’m most excited about the update to getSymbols() so it doesn’t throw an error and stop processing if there’s a problem with one ticker symbol. Now getSymbols() will import all the data... [Read more...]

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