R Code

I’m the author and developer of many R packages publicly distributed in CRAN (R repository of packages) and Github. Most of my CRAN packages are related to importing financial and economic datasets from the internet. I fell this is a very important part of reproducible research, which is why I’ve taken so much interest in it over time. Most of my work is to make data more accessible and easier to work with.


Data Packages

BatchGetSymbols ( Github and CRAN)
Downloads and Organizes Financial Data from Yahoo Finance (daily prices/returns of stocks and market indices)
GetBCBData ( Github and CRAN)
Imports Datasets from BCB (Central Bank of Brazil) using Its Official API. Its a huge database with many interesting tables.
GetDFPData ( Github and CRAN)
Reading Annual Financial Reports from Bovespa’s DFP, FRE and FCA System. Includes financial reports and many more!
GetHFData ( Github and CRAN)
Download and Aggregate High Frequency Trading Data from Bovespa. Includes high frequency trading data from the exchange.
GetLattesData ( Github and CRAN)
Reading Bibliometric Data from Lattes Platform.
GetQuandlData ( Github and CRAN)
Fast and Cached Import of Data from ‘Quandl’ Using the ‘json API’.
GetTDData ( Github and CRAN)
Get Data for Brazilian Bonds (Tesouro Direto)
simfinR ( Github and CRAN)
Import Financial Data from the ‘SimFin’ Project.

Book packages

afedR ( Github only)
Book Companion for Analyzing Financial and Economic Data with R, including functions for accessing datasets and code.

R Utilities

PkgsFromFiles ( Github only)
Finding and Installing Packages Used in R and RMarkdown Files. This package helps the installation of R packages in a fresh new computer or R install by looking at used packages in scripts for a given directory, including subfolders.
RndTexExams (archived in CRAN)
Build and Grade Multiple Choice Exams with Randomized Content from Latex files.