Blog Archives

The Effect of Consistency on Corporate Net Income

May 19, 2019
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The Effect of Consistency on Corporate Net Income

One of the investment concepts that every long term investor should know is the effect of consistency over corporate performance. The main idea is that older and profitable companies are likely to continue to be profitable and even improve its performance in the upcoming years. Likewise, companies with constant losses are likely to continue in the same path. This idea...

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R usage in Brazil

May 16, 2019
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R usage in Brazil

I’m using R for at least five years and always been curious about its usage in Brazil. I see some minor personal evidence that the number of users is increasing over time. My book in portuguese is steadily increasing its sells, and I’ve been receiving far more emails about my R packages. Conference are also booming. Every year there...

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Risk and return for B3

April 30, 2019
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Risk and return for B3

One of the subjects that I teach in my undergraduate finance class is the relationship between risk and expected returns. In short, the riskier the investment, more returns should be expected by the investor. It is not a difficult argument to make. All that you need to understand is to remember that people are not naive in financial markets....

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New package: GetBCBData

April 14, 2019
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New package: GetBCBData

The Central Bank of Brazil (BCB) offers access to its SGS system (sistema gerenciador de series temporais) with a official API available here. With time, I find myself using more and more of the available datasets in my regular research and studies. Over last weekend I decided to write my own API package that would make my life a lot...

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BatchGetSymbols is now parallel!

April 12, 2019
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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 longer an issue. Today I implemented a parallel option for...

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Can you turn 1,500 R$ into 1,000,430 R$ by investing in the stock market?

March 22, 2019
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Can you turn 1,500 R$ into 1,000,430 R$ by investing in the stock market?

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...

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(2/2) Book promotion (paperback edition) – “Processing and Analyzing Financial Data with R”

March 9, 2019
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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...

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Book promotion – “Processing and Analyzing Financial Data with R”

March 8, 2019
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Book promotion – “Processing and Analyzing Financial Data with R”

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. The di...

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GetDFPData Ver 1.4

January 11, 2019
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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...

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Looking back at 2018 and plans for 2019

January 7, 2019
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Looking back at 2018 and plans for 2019

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 was featured in many news outlets. Its altmetric page is...

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