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 ... [Read more...]

In the last few weeks we’ve seen a great deal of controversy in Brazil regarding financial investments. Too keep it short, Empiricus, an ad-based company that massively sells online courses and subscriptions, posted a YouTube ad where a young girl, Bettina, says the following:

Hi, I'm Bettina, I am 22 years old and, starting with R$ 1,500, I now own R$ 1,042,000 of  accumulated wealth.

She later explains that ... [Read more...]

I received many messages regarding my book promotion (see previous post ). I’ll use this post to answer the most frequent questions:   Does the paperback edition have a discount? No. The price drop is only valid for the ebook edition but not by choi... [Read more...]

Cover I recently did a book promotion for my R book in portuguese and it was a big sucess! My english book is now being sold with the same promotion. You can purchase it with a 50% discount if you buy it on the 10th day of march. See it here. ... [Read more...]

I just released a major update to package GetDFPData. Here are the main changes: Naming conventions for caching system are improved so that it reflects different versions of FRE and DFP files. This means the old caching system no longer works. If you h... [Read more...]

At the end of every year I plan to write about the highlight of the current year and set plans for the future. First, let’s talk about my work in 2018. Highlights of 2018 Research wise, my scientometrics paper Is predatory publishing a real threat? Evidence from a large database study ... [Read more...]

I’ve been using Rstudio for a long time and I got some tricks to share. These are simple and useful commands and shortcuts that really help the productivity of my students. If you got a suggestion of trick, use the comment section and I’ll add it in this ... [Read more...]

I while ago I wrote about purchasing my own webserver in digital ocean and hosting my shinny applications. Last week I finally got some time to migrate my blog from Github to my new domain, www.msperlin.com. While doing that, I also decided to change t... [Read more...]

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 that can be found in many programming languages. For example, ... [Read more...]

Its been a while since I develop 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 have is installing missing packages across ... [Read more...]

Last year I released 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 platform. More details about Lattes and GetLattesData in the this post. However, a couple months ago CNPQ ... [Read more...]

One of the main requests I get for package BatchGetSymbols is to add the choice of frequency of the financial dataset. Today I finally got some time to work on it. I just posted a new version of BatchGetSymbols in CRAN. The major change is that users can now set ... [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 stores all of my personal files. From all computers I had, both home and work, this is definitely the fastest. While ... [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 i... [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 o... [Read more...]

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 exchange site), I got so many repeated questions on my e... [Read more...]

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 can install the new version from Github:

if (!require(devtools)) install.packages('devtools')
devtools::install_github('msperlin/BatchGetSymbols')

The main innovations are: Clever cache system: By default, every new download of data will be ... [Read more...]

My blog in 2017 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. ... [Read more...]

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 data and corporate events ... [Read more...]