One of the main requests I get for package BatchGetSymbols is to add the choice of frequency of the financial dataset. Today I finally got some time to work on it. I just posted a new version of BatchGetSymbols in CRAN. The major change is that users can now set the time frequency of the financial data: dailly, weekly, monthly or yearly. Let’s check it out:
library(BatchGetSymbols) library(purrr) library(ggplot2) my.
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 experiencing a big change in its financial scenario. Historically, fixed income instruments paid a large premium over the stock market and that is no longer the case. Interest rates are low, without the pressure from inflation. This means a more sustainable scenario for low-interest rates in the future.
2018 Article “Is predatory publishing a real threat? Evidence from a large database study” in the top 5% of all research outputs scored by Altmetric. [link] Top 10% of authors on SSRN by all-time downloads. [link] Top 10% of authors on SSRN by total new downloads within the last 12 months. [link] 2016 RBFIN best paper of 2015 (Honorary mention) - Award from the Brazilian Finance Society for best paper published in the Brazilian Review of Finance for the year of 2015.