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. [Read More]
Tags: R, R in finance

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]
Tags: R, CRAN, package names

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]
Tags: R, pafdR