getSymbols.FRED no longer working · Issue #439 · joshuaulrich/quantmod Hi there! Love the package, have been using it through the {tidyquant} interface. It seems that getSymbols.FRED() is no longer working. Here's what I'm getting when I run the example code from ?get...

getSymbols.FRED() recently stopped working.
github.com/joshuaulrich...

There's a patch on GitHub. You can install it with:
remotes::install_github("joshuaulrich/quantmod@439-getsymbols-fred-fails")

#quantmod #rstats #rfinance

Box plot comparativo de rentabilidades logarítmicas diarias (%, eje Y) para IBEX 35, S&P 500 y Nasdaq Comp. (eje X) en los últimos ~3 años. Muestra medianas, rangos intercuartílicos (IQR) y outliers (puntos diamante amarillos). Nasdaq presenta mayor IQR (~1.64% vs ~1.1% para IBEX/SP500) y el outlier positivo más extremo (+7.1% el 10-Nov-2022). Fuente: Yahoo Finance.

#Day7 of #30DayChartChallenge, theme: #Outliers

📦📉 Boxplot: Rent. log diarias de IBEX35, S&P500, Nasdaq

Nasdaq -> mayor volatilidad (IQR ~1.64% vs ~1.1%) y outlier máximo (+7.1% el 10-11-2022).

📂 Código: t.ly/JxcM1

#dataviz #finance #quant #IBEX35 #SP500 #Nasdaq #ggplot2 #quantmod #rstats

We all know Trump is crashing the market rn.

I'm no expert, but it seemed reasonable that crashes might be common early in pres terms? Turns out, not really.

Here are changes in S&P during the 1st 8 weeks of presidential terms since Reagan.

🔗 tinyurl.com/bde89wfs

#rstats #gganimate #quantmod