Blog Archives

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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