I am happy to announce that my book about R and Finance (in portuguese) is finally available! The idea of writing a book about R started back in the end of 2015, when I decided to try something different than research papers. Writing a book was the first idea. I...
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## Using R to study the evolution of Tennis

### An analysis of point by point data

I’m a big fan of Tennis. When I’m not working in the university, you can probably find me in my favourite tennis club, Sogipa. What is so great about Tennis? It is a sport that challenges your physically and mentally. It forces you to your limit in both aspects. The...
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## Building and maintaining exams with dynamic content

### An introduction to package exams

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 an examiner, you soon quickly realize that students are clever in finding ways to do well in an exam without effort. These days, photos and...
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## How to calculate betas (systematic risk) for a large number of stocks

### A comparison between using a loop, function by and the package dplyr

One of the first examples about using linear regression models in finance is the calculation of betas, the so called market model. Coefficient beta is a measure of systematic risk and it is calculated by estimating a linear model where the dependent variable is the return vector of a stock...
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## Using R to download high frequency trade data directly from Bovespa

### Using package GetHFData

Recently, Bovespa, the Brazilian financial exchange company, allowed
external access to its ftp site. In this
address one can find several information regarding the Brazilian
financial system, including datasets with high frequency (tick by tick)
trading data for three different markets: equity, options and BMF.
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