Joshua Ulrich

The patched version of quantmod is on cran now!

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

A post-it note with the quote, "A picture may be worth a thousand words, but it's not worth zero summary statistics" by Josh Ulrich.

Timeless

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

BOKU in Trauer Univ.Prof. DI Dr. Friedrich Leisch, Leiter des Instituts für Statistik, ist am 24. April im 56sten Lebensjahr nach schwerer Krankheit verstorben.

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

It makes me sad that this is a common opinion of "R" due to the choices of prominent package authors and their financial sponsors.

R itself is very stable and most of the publications that do not use the offending prominent packages remain valid and useful for years.

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.

I've only used ggplot a handful of times.

I was lined up with her at a face-off, and struck up a conversation while one player was mouthing off to the refs.

Her: I'm just here to exercise and have fun. I don't understand acting like that
Me: Of course you don't. You don't have testosterone poisoning
Her: lol

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

These have been incredibly useful when I have to track down bugs that the CRAN team have identified.

I use the ASAN/UBSAN containers to check xts before every release.

Thanks Winston!

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!

I barely recognize you without a mug in front of your face

What does the chart look like if the y-axis is linear scale? It seems like the relationship could be linear-ish.

My first thought was that it might be related to futures funding times. But looked at a couple exchanges and they were every 8 hours.