Posts

Update 2019-08-09: The shutdown is just postponed to 2019-11-14. See the official release here. Surprise, surprise. B3’s ftp site is …

Well, bad news travels fast. Over the last couple of weeks I’ve been receiving a couple of emails regarding B3’s decision of shutting …

One of the investment concepts that every long term investor should know is the effect of consistency over corporate performance. The …

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 …

One of the subjects that I teach in my undergraduate finance class is the relationship between risk and expected returns. In short, the …

The Central Bank of Brazil (BCB) offers access to the SGS system (sistema gerenciador de series temporais) with a official API …

BatchGetSymbols is my most downloaded package by any count. Computation time, however, has always been an issue. While downloading data …

In the last few weeks we’ve seen a great deal of controversy in Brazil regarding financial investments. Too keep it short, Empiricus, …

I received many messages regarding my book promotion (see previous post ). I’ll use this post to answer the most frequent questions: …

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 …

I just released a major update to package GetDFPData. Here are the main changes: Naming conventions for caching system are improved so …

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 …

I while ago I wrote about purchasing my own webserver in digital ocean and hosting my shinny applications. Last week I finally got some …

I’ve been using Rstudio for a long time and I got some tricks to share. These are simple and useful commands and shortcuts that really …

Loops in R First, if you are new to programming, you should know that loops are a way to tell the computer that you want to repeat some …

Its been a while since I develop a CRAN package and this weekend I decided to work on a idea I had some time ago. The result is package …

Last year I released GetLattesData. This package is very handy for anyone that researches bibliometric data of Brazilian scholars. You …

One of the main requests I get for package BatchGetSymbols is to add the choice of frequency of the financial dataset. Today I finally …

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 …

It is with great pleasure that I announce the second edition of the portuguese version of my book, Processing and Analyzing Financial …

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 …

My paper about the penetration of predatory journals in Brazil, Is predatory publishing a real threat? Evidence from a large database …

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 …

I just released a long due update to package BatchGetSymbols. The files are under review in CRAN and you should get the update soon. …

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 …

In this post I’ll share my experience in setting up my own virtual server for hosting shiny applications in Digital Ocean. First, …

Financial statements of companies traded at B3 (formerly Bovespa), the Brazilian stock exchange, are available in its website. …

The latest version of GetTDData offers function get.yield.curve to download the current Brazilian yield curve directly from Anbima. The …

Its been 8 months since I switched from Windows 10 to Linux Mint. In this post I’ll talk about my experience as a scholar and R user in …

I’m looking forward to attending R in Finance conference in Chicago, next friday (2017-05-09). The program looks great! I am really …

Setting a name for a CRAN package is an intimate process. Out of an infinite range of possibilities, an idea comes for a package and …

I am very please to announce that my book,Processing and Analyzing Financial Data with R, is finally out! This book is an english …

Facebook recently released a API package allowing access to its forecasting model called prophet. According to the underling post: …

Many people, including my university colleagues and friends, have asked me about the process of writing a book and self publishing it …

In the previous post about tennis, we studied how changes in ball’s composition in hard and grass courts affected the game back in …

Part of my job as a researcher and teacher is to periodically apply and grade exams in my classroom. Being constantly in the shoes of …

One of the first examples about using linear regression models in finance is the calculation of betas, the so called market model. …

Recently, Bovespa, the Brazilian financial exchange company, allowed external access to its ftp site. In this address one can find …

Hello everyone! This is the first (ever) post for a new blog about Finance and R. My name is Marcelo Perlin and my day job is assistant …