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
The R-package yfR get stock prices of yahoo, the newest prices you can fetch are the prices of yesterday. But I'm also interested in the opening-price of the current day.
Is there a solution with yfR or another package to get the yahoo prices of the current day?
#rstats #yfR #rfinance
Free alcohol and tamales. #RFinance
#RFinance conference slides are here
rinfinance.com/archive/2024/
I "don't" know who needs to hear this now, but US treasuries don't have alpha. #RFinance
Jeff Ryan talks about open-source security symbology QKID by building a replacement for CUSIP, SEDOL, permno, etc... #RFinance
On my way to the #RFinance conference in Chicago.
🎉 Registration is OPEN for the 16th annual R/Finance conference! 🎉
Join us in Chicago on May 18, 2024, for top-notch presentations and discussions in quantitative finance.
Secure your spot now!
go.uic.edu/RFinance2024
#rstats #rfinance #QuantitativeFinance #trading
FOSS Trading: xts 0.13.2 on CRAN
blog.fosstrading.com/2024/01/xts-...
The most notable change is that plot.xts() now supports a log scale y-axis!
Join my email list for posts and exclusive content!
eepurl.com/ikAbd9
#rstats #rfinance
FOSS Trading: Adaptive Asset Allocation - Out of Sample
blog.fosstrading.com/2024/01/adap...
This post extends the replication by running the analysis on OOS data over 2015-2023. Thanks to Dale Rosenthal for helpful comments.
#rstats #rfinance #investing