After testing the package extensivelly, GetDFPData2 is finally available in CRAN. GetDFPData2 is the second and backwards incompatible version of GetDPFData, a R package for downloading annual financial reports from B3, the Brazilian financial exchange. Unlike its first iteration, GetDFPData2 imports data using a database of csv files from CVM, ... [Read more...]

Back in 2017 I wrote a blog post describing a simple bash script for installing R in a Ubuntu setup. The problem with this script, and many others found in the internet, is that they quickly become obsolete due to changes in Ubuntu, R and RStudio. ... [Read more...]

It’s been three years since I’ve been using package bookdown for compiling and distributing three different books in Amazon and the web. It helped me greatly in all my book projects and I’m always grateful to Yihui Xie for providing such a useful t... [Read more...]

In the 18th of march 2021 I’ll complete exactly ten years since finishing my PhD and taking a professorship position at UFRGS, south of Brazil. In this post I’ll write about what I learned during this period and, hopefuly, help other academics that... [Read more...]

GetDFPData is an academic project to provide free and unrestricted access to financial reports from B3, the brazilian exchange. Back in 2020 I split the code of GetDFDData into two distinct packages: GetDFPData2 and GetFREData. In short, I’ve found... [Read more...]

I recently launched the third edition of my portuguese R book (adfeR-pt-br), with many due changes from the international version (afedR-en). To make it clear, the second edition of afedR (en) was ahead in content and the third edition of adfeR (pt... [Read more...]

The revised second edition of Analylzing Financial and Economic Data with R presents more than 100 exercises at the end section of all chapters. All exercises are freely available in the exams format, meaning that any R tutor can export the same exercises to pdf, html or e-learning platforms. In this ... [Read more...]

É com muito prazer que comunico o lançamento oficial da terceira edição do livro Análise de Dados Financeiros e Econômicos com o R. Encontrarás a obra na Amazon.com.br como um ebook ou livro impresso. A versão online do livro com os primeiros sete ... [Read more...]

A terceira edição do livro Análise de Dados Financeiros e Econômicos contém mais de 100 exercícios de final de capítulo, com todas soluções disponíveis na página do livro. Alternativamente, professores e instrutores podem compilar arquivos pdf dos exercícios para seus alunos ... [Read more...]

Wow, what a long year! The pandemic affected everyone, changing the way we live and relate to one another. This was a year full of lessons and we must be thankful and be able to appreciate life even more. Events such as these show how little our “p... [Read more...]

Back in 2017 I wrote the first version of package GetDFPData, along with a paper describing the code and providing an empirical application. However, maintaining the package over the years has been frustrating. The code is becoming increasingly complex, much due to the fact that it handles FRE and DFP data ... [Read more...]

2020-07-22 Update: The final version of the paper is now published at RAC. Back in May 2020, I started to work on a new paper regarding the use of Garch models in R. Today we finished the peer review process and finally got a final version of the a... [Read more...]

Myself and Henrique Martins (PUC Rio) organized a call for papers on data reuse, for publication in RAC – Revista de Administração Contemporanea. The deadline for submission is 10th october 2020, with expected publication date in july 2021. We will... [Read more...]