Blog Archives

xts 0.11-2 on CRAN

November 6, 2018
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xts version 0.11-2 was published to CRAN yesterday. xts provides data structure and functions to work with time-indexed data.  This is a bug-fix release, with notable changes below: The xts method for shift.time() is now registered. Thanks to Philippe Verspeelt for the report and PR (#268, #273). An if-statement in the xts constructor will no longer try to...

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xts 0.11-1 on CRAN

September 12, 2018
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xts version 0.11-1 was published to CRAN this morning. xts provides data structure and functions to work with time-indexed data.  This release contains some awesome features that will transparently make your xts code even faster! There's a new window.xts() method, thanks to Corwin Joy (#100, #240). Corwin also refactored and improved the performance of the binary search algorithm used to...

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R/Finance 2018 Registration

April 20, 2018
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This year marks the 10th anniversary of the R/Finance Conference!  As in prior years, we expect more than 250 attendees from around the world. R users from industry, academia, and government will joining 50+ presenters covering all areas of f...

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Goodbye Google, Hello Tiingo!

April 13, 2018
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First, the bad news:Google Finance no longer provides data for historical prices or financial statements, so we say goodbye to getSymbols.google() and getFinancials.google(). (#221)  They are now defunct as of quantmod 0.4-13.Now, the good news:Th...

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xts 0.10-2 on CRAN

March 19, 2018
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This xts release contains mostly bugfixes, but there are a few noteworthy features. Some of these features were added in version 0.10-1, but I forgot to blog about it. Anyway, in no particular order: endpoints() gained sub-second accuracy on Windows (#202)! na.locf.xts() now honors 'x' and 'xout' arguments by dispatching to the next method (#215). Thanks to Morten Grum for the report. na.locf.xts()...

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R/Finance 2018: Call for Papers

January 9, 2018
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R/Finance 2018: Applied Finance with R June 1 and 2, 2018 University of Illinois at Chicago Call For Papers The tenth annual R/Finance conference for applied finance using R will be held June 1 and 2, 2018 in Chicago, IL, USA at the University of Illinois at Chicago. The conference will cover topics including portfolio management, time series analysis, advanced risk tools, high-performance...

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RQuantLib 0.4.4 for Windows

January 5, 2018
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I'm pleased to announce that the RQuantLib Windows binaries are now up to 0.4.4!  The RQuantLib pre-built Windows binaries have been frozen on CRAN since 0.4.2, but now you can get version 0.4.4 binaries on Dirk's ghrr drat repo. Installation is as simple as: drat::addRepo("ghrr") # maybe use 'install.packages("drat")' first  install.packages("RQuantLib", type="binary") I will be able to create Windows binaries for future RQuantLib...

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getSymbols and Alpha Vantage

October 6, 2017
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Thanks to Paul Teetor, getSymbols() can now import data from Alpha Vantage!  This feature is part of the quantmod 0.4-11 release, and provides another another data source to avoid any Yahoo Finance API changes*.Alpha Vantage is a free web service that provides real-time and historical equity data.  They provide daily, weekly, and monthly history for both domestic and international markets,...

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xts 0.10-0 on CRAN!

July 7, 2017
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A new, and long overdue, release of xts is now on CRAN!  The major change is the completely new plot.xts() written by Michael Weylandt and Ross Bennett, and which is based on Jeff Ryan's quantmod::chart_Series code.Do note that the new plot.xts() includes breaking changes to the original (and rather limited) plot.xts().  However, we believe the new functionality more than compensates...

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Importing and Managing Financial Data

June 21, 2017
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Importing and Managing Financial Data

I'm excited to announce my DataCamp course on importing and managing financial data in R! I'm also honored that it is included in DataCamp's Quantitative Analyst with R Career Track!You can explore the first chapter for free, so be sure to check it out!Course DescriptionFinancial and economic time series data come in various shapes, sizes, and periodicities. Getting the data...

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