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

Timeless

Spotted a 4-point truck in the wild. Does anyone know when hunting season starts for this species?

Very sad news: Our friend and colleague Fritz Leisch passed away this week.

Among his many #rstats contributions:
- Original R Core Team member
- Co-founder of CRAN
- Sweave author for reproducible documents

R Core Team announcement:

stat.ethz.ch/pipermail/r-...

cohere releases Command R+
...but is it compatible with R like R is compatible with S?
#rstats

🎉 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

FOSS Trading: Adaptive Asset Allocation Replication
blog.fosstrading.com/2023/12/adap...

This post replicates "Adaptive Asset Allocation: A Primer" by Adam Butler, Mike Philbrick, Rodrigo Gordillo, and David Varadi using #rstats

The Call for Presentations for R/Finance 2024 is open!

Submit your proposal at: go.uic.edu/RFinanceCFP2...

Please share and help spread the word. We especially appreciate help finding speakers from under-represented groups!

#rstats #rfinance

OH: "I find printed publications, unless they are on a specific topic/package, can be less helpful, because of the speed at which everything in R is updated/becomes obsolete."

#rstats

FOSS Trading: #quantmod 0.4.25 on CRAN
blog.fosstrading.com/2023/08/quan...

This release updates getSymbols() to allow you to import 7 days of intraday data from Yahoo Finance!

Join my email list for posts and exclusive content!
eepurl.com/ikAbd9

#rstats #rfinance

I dreamed I bought a top-end motorcycle. I was very proud of it and showing it off to some friends who were entirely unimpressed. They asked,

"Where did you buy this?"
"Online."
"It's a knock-off."
"How do you know?"
"Because it's made out of angle iron and plywood."

I love my brain.

Because I like pain, I started rewriting plot.xts(). I'd like to think I'm making it better, but I haven't done much testing of how other packages use it. At least the code is more understandable to me.

Recently played hockey against a team with a woman playing forward. Late in the game I said to my defense partner, "she has awesome hockey sense"

Him: She played D1 and in the WHL
Me: Well, that explains it

Howdy bluesky, I'm Josh. I write and maintain R packages for quantitative finance and am on the R/Finance conference committee.

I blog here: https://blog.fosstrading.com/
You can support my open source work here: https://github.com/sponsors/joshuaulrich

Thanks to @eddelbuettel.com for the invite!