Posts

Call for papers on data reuse

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.

New online book available - Poupando e Investindo em Renda Fixa

Back in early 2019 I decided to try a new writing style, resulting in my book about investing. The main innovation is the use of real data to make conclusions about the best way to invest money in the fixed income market in Brazil.

Financial Datasets Available in the Website

I’ve been researching financial data for over 10 years and gathered a great deal of compiled tables. Most of these comes from my R packages and have been used for creating class material, doing research and even writing a book.

New R package: GetCVMData

Package GetCVMData is an alternative to GetDFPData. Both have the same objective: fetch corporate data of Brazilian companies trading at B3, but diverge in their source. While GetDFPData imports data directly from the DFP and FRE systems, GetCVMData uses the CVM ftp site for grabbing compiled .

Update on GetDFPData tables -- 2019's DFP and FRE data

After battling B3’s website for days, I finally managed to gather a master table for all corporate data. I’m happy to report that the 2019’s data is now included in GetDFPData, the CRAN package and shiny interface.

A GARCH Tutorial in R

Myself, Mauro Mastella, Daniel Vancin and Henrique Ramos, just finished a tutorial paper about GARCH models in R and I believe it is a good content for those learning financial econometrics.

Book slides - Analyzing Financial and Economic Data with R

The slides for my newly released book Analyzing Financial and Economic Data with R are finally ready! I apologize for keep you guys waiting. The slides are available as independent .

Book release - Analyzing Financial and Economic Data with R (2º edition)

After a couple of unexpected delays, I am very pleased to announce the publication of the second edition of my book, Analyzing Financial and Economic Data with R. You can find it in Amazon as an ebook or paperback.

Looking back at 2019 and plans for 2020

I’m just about to leave for my vacation and, as usual, I’ll write about the highlights of 2019 and my plans for the year to come. First, let’s talk about my work in 2019.

Static and Dynamic Book Exercises with R

In the new edition of my R book, to be released in early 2020 (see current TOC, new packages and notification form), I’m giving special attention to its use in the classroom.