Looking forward to RFinance - Chicago

I’m looking forward to attending R in Finance conference in Chicago, next friday (2017-05-09). The program looks great! I am really happy, and a bit surprised, to see so many presentations related to market microstructure in the conference.

I will talk about my package GetHFData in the first session. This is a package for downloading and aggregating trade data from Bovespa, the Brazilian exchange. More details are available in RBFIN.

My slides are ready and available.

Marcelo S. Perlin
Associate Professor of Finance


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