quantmod_0.4-16 on CRAN

A new version of quantmod is on CRAN! One really cool thing about this release is that almost all the changes are contributions from the community. Ethan Smith made more excellent contributions to getQuote() in this release. It no longer throws an error if one or more symbols are missing. And it handles multiple symbols in a semicolon-delimted string, just like getSymbols(). For example, you can get quotes for multiple symbols by calling getQuote("SPY;AAPL").

microbenchmark_1.4-7 on CRAN

I pushed an updated microbenchmark to CRAN a couple weeks ago. There were two noteworthy changes, thanks to great contributions from @MichaelChirico and @harvey131. Michael fixed a bug in the check for whether the unit argument was a character string (#9, #10). The prior behavior was an uninformative error. Harvey added a feature to allow you to use a string for common checks: “equal”, “identical”, and “equivalent” (#16). So you don’t need to create a custom function to use all.


I just pushed a new release of quantmod to CRAN! I’m most excited about the update to getSymbols() so it doesn’t throw an error and stop processing if there’s a problem with one ticker symbol. Now getSymbols() will import all the data it can, and provide an informative error message for any ticker symbols it could not import. Another cool feature is that getQuote() can now import quotes from Tiingo. But don’t thank me; thank Ethan Smith for the feature request [#247] and pull request [#250].


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xts version 0.11-1 was published to CRAN this morning. xts provides data structure and functions to work with time-indexed data. This release contains some awesome features that will transparently make your xts code even faster! There’s a new window.xts() method, thanks to Corwin Joy (#100, #240). Corwin also refactored and improved the performance of the binary search algorithm used to subset xts objects. Tom Andrews reported and fixed a few related regressions (#251, #263, #264).

Learning to code is worth it

Someone recently shared this great talk by Chris Allen from lambda conf 2017. The title of the talk is “Why Johnny Can’t Code Good,” but the content is more about how to grow as a programmer. His points are true whether you’re just starting out, or have been coding for years. My notes from Chris’ talk are below, in the order they appear in the presentation. My thoughts are in parentheses.

R/Finance 2018 Registration

云加速器官方版下载 | 云加速器官方版 V1.0绿色版 下载 - 清风 ...:2021-9-22 · 旗舰加速器客户端官方版 v1.0 绿色版 2MB / 网络加速 / 5.0 铁通移动宽带加速器下载|四海互动游戏加速器 V2.04免费版 2MB / 网络加速 / 10.0 迅雷网游加速器免费版 v3.2.0.8244 安装版 7MB / 网络加速 / 5.0 IE终极加速器 V3.00 最新免费绿色版 527KB 6.7

Goodbye Google, Hello Tiingo!

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This xts release contains mostly bugfixes, but there are a few noteworthy features. Some of these features were added in version 0.10-1, but I forgot to blog about it. Anyway, in no particular order: endpoints() gained sub-second accuracy on Windows (#202)! na.locf.xts() now honors x and xout arguments by dispatching to the next method (#215). Thanks to Morten Grum for the report. na.locf.xts() and na.omit.xts() now support character xts objects.

R/Finance 2018: Call for Papers

R/Finance 2018: Applied Finance with R June 1 and 2, 2018 University of Illinois at Chicago Call For Papers The tenth annual R/Finance conference for applied finance using R will be held June 1 and 2, 2018 in Chicago, IL, USA at the University of Illinois at Chicago. The conference will cover topics including portfolio management, time series analysis, advanced risk tools, high-performance computing, market microstructure, and econometrics. All will be discussed within the context of using R as a primary tool for financial risk management, portfolio construction, and trading.