Another year has passed and now its time to discuss what happened in this cycle, along with future projects. Year 2023 passed by very quickly, and I’m grateful for everything I’ve learned and experienced. Here are the highlights from my work. Highlights of 2023 and 2022 Academic Papers I co-authored a single academic papers during this period: What is the sustainable withdraw rate for Brazil? However, many papers are ready (or almost ready) for submission. I expect that 2024 will be a year with many publications. Books I revised book Analyzing Financial and Economic Data with R for its se ..read more

Back in 2020 I started to compile and share financial data in dataverse. The data covers corporate finance events from the DFP and FRE systems. The available tables are the same I use for my research and teaching material, and will be updated once a year. Today I updated all datasets. The available data are: R Package Source of Data Description Direct Link Last Update GetTDData Tesouro Nacional Prices and yields of brazilian sovereign bonds Link 2023-04-18 GetFREData CVM Corporate dataset from FRE systems Link 2023-04-18 GetDFPData2 CVM Annual Financial Reports from DFP system Link ..read more

It is with great pleasure that I announce the third edition of “Analyzing Financial and Economic Data with R”. This work is an international edition of my R book and a lifelong project. My plan is to keep improving the content as much as possible over the next years. I’m happy to see that, just like good wine, the content of the book only gets better with time. Besides the usual revision and improvement of the text, here are the main changes: New pipeline operator A new pipeline operator (|>) was introduced in R version 4.1.0. While the old pipeline from magrittr can still be found in the w ..read more

The third edition of Analyzing Financial and Economic Data with R provides a total of 98 end-of-chapter exercises. All activities are freely available in the exams format, meaning that any R tutor can export the same exercises and solutions to use in their own class. In this post I’ll show how to compile exercises to pdf, html, Moodle and blackboard. Installation The first step is to install package afedR3 with devtools: if (!require(devtools)) install.packages('devtools') devtools::install_github('msperlin/afedR3') Another requirement is a working Latex instalation. For that, use tinytex ..read more

It is with great pleasure that I officially announce the publication of my book Visualização de Dados com o R. The content of the book is an extension of chapter 10 of afedR. The book is written in portuguese and available at Amazon and online: ebook paperback hardcover Online version (chapters 01-03) You can find more details in its own blog page ..read more

Back in 2020 I started to compile and share financial data in dataverse. The data covers corporate finance events from the DFP and FRE systems. The available tables are the same I use for my research and teaching material, and will be updated once a year. Today I updated all datasets. The available data are: R Package Source of Data Description Direct Link Last Update GetTDData Tesouro Nacional Prices and yields of brazilian sovereign bonds Link 2022-04-06 GetFREData CVM Corporate dataset from FRE systems Link 2022-04-06 GetDFPData2 CVM Annual Financial Reports from DFP system Link ..read more

Package BatchGetSymbols facilitates importation of Yahoo Finance data directly into R and is one of my most popular R packages, with over 100k installations since conception (around 2500 downloads per month). However, I developed BatchGetSymbols back in 2016, with many bad structural choices from my part. For years I wanted to improved the code but always restrained myself because I did not want to mess up the execution of other people’s code that was based on BatchGetSymbols. In order to implement all the breaking changes and move forward with the package, I decided to develop a new (and fres ..read more

Hadley Wickham recently released an online version of Mastering Shiny. The book is great! If you haven’t read it, do it fast! On a side note, it is really amazing how much of good and curated content you can get for free in R. When I started programming back in 2007, the first step was buying a brand new – and sometimes expensive – book about the language. There were blogs and other sites, but most content was very basic and not curated, meaning that the posted code most of the time did not work. The new generation probably have no idea of how easy it is to start fresh on new code these days ..read more

Back in 2020 I started to compile and share financial data in dataverse. The data covers corporate finance events from the DFP and FRE systems. The available tables are the same I use for my research and teaching material, and will be updated once a year. Today I updated all datasets. The available data are: R Package Source of Data Description Direct Link Last Update GetTDData Tesouro Nacional Prices and yields of brazilian sovereign bonds Link 2021-04-09 GetFREData CVM Corporate dataset from FRE systems Link 2021-04-09 BatchGetSymbols Yahoo Finance Daily adjusted and unadjusted pr ..read more

I’m happy to report that package GetFREData is now available in CRAN. This R package serves as an interface to all corporate datasets available in the FRE system, a vast and official repository of information about many different corporate events. All companies listed at B3 – Brazilian stock exchange – must report to FRE any significant change in their corporate structure. You can find more details about what is available in FRE in its web interface. The R package fetches data from the CVM ftp, downloads and parses the xml files, and output several tables as a list. The corporate data includes ..read more