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. [Read More]
Studying CRAN package names
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 you spend at least a couple of days writing up and testing your code before submitting to CRAN. Once you set the name of the... [Read More]
My book (pafdR) is out!
I’m pleased to announce that my book, Processing and Analyzing Financial Data with R, is finally ready! The book is a long term project that I always desired to do. It summarises everything that I wish I knew when I started to work with research. I plan on keep working... [Read More]
New book and package pafdR
Processing and modelling financial data with R
My Portuguese book about finance and R was published a couple of months ago and, given its positive feedback, I decided to work on the english version immediately. You can find details about my experience in self publishing the book in this post. [Read More]
Can we predict stock prices with Prophet?
Facebook recently released a API package allowing access to its forecasting model called prophet. According to the underling post: [Read More]