Blog Archives

Benchmarking a SSD drive in reading and writing files with R

June 28, 2018
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Benchmarking a SSD drive in reading and writing files with R

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 some of the merits are due to the newer...

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Second Edition of “Processamento e Analise de Dados Financeiros e Econômicos com o R”

June 11, 2018
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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...

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Investing for the Long Run

May 11, 2018
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Investing for the Long Run

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 the case. Interest rates are low, without the pressure...

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Predatory Journals and R

April 21, 2018
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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...

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Writing papers about packages

March 15, 2018
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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...

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Major update to BatchGetSymbols

January 21, 2018
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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 saved in a local file located in a directory chosen...

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Looking back in 2017 and plans for 2018

December 29, 2017
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Looking back in 2017 and plans for 2018

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. Today, I’m very happy with my decision. Discovering...

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Serving shiny apps in the internet with your own server

December 12, 2017
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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 ...

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Package GetDFPData

December 5, 2017
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Package GetDFPData

Financial statements of companies traded at B3 (formerly Bovespa), the Brazilian stock exchange, are available in its website. Accessing the data for a single company is straightforward. In the website one can find a simple interface for accessing this dataset. An example is given here. However, gathering and organizing the data for a large scale research, with many companies...

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