Friday, April 20, 2018

R/Finance 2018 Registration

This year marks the 10th anniversary of the R/Finance Conference!  As in prior years, we expect more than 250 attendees from around the world. R users from industry, academia, and government will joining 50+ presenters covering all areas of finance with R.  The conference will take place on June 1st and 2nd, at UIC in Chicago.

You can find registration information on the conference website, or you can go directly to the Cvent registration page.

Note that registration fees will increase by 50% at the end of early registration on May 21, 2018.

We are very excited about keynote presentations by JJ AllaireLi Deng, and Norm Matloff.  The conference agenda (currently) includes 18 full presentations and 33 shorter "lightning talks".  As in previous years, several (optional) pre-conference seminars are offered on Friday morning.  We're still working on the agenda, but we have another great lineup of speakers this year!

There is also an (optional) conference dinner at Wyndham Grand Chicago Riverfront in the 39th Floor Penthouse Ballroom and Terrace.  Situated directly on the riverfront, it is a perfect venue to continue conversations while dining and drinking.

We would to thank our 2018 Sponsors for the continued support enabling us to host such an exciting conference:

  UIC Liautaud Master of Science in Finance
  Microsoft
  R Consortium
  RStudio
  William Blair
  Citadel
  Quasardb

On behalf of the committee and sponsors, we look forward to seeing you in Chicago!

  Gib Bassett, Peter Carl, Dirk Eddelbuettel, Brian Peterson, Dale Rosenthal, Jeffrey Ryan, Joshua Ulrich

Friday, April 13, 2018

Goodbye Google, Hello Tiingo!

First, the bad news:

Google Finance no longer provides data for historical prices or financial statements, so we say goodbye to getSymbols.google() and getFinancials.google(). (#221)  They are now defunct as of quantmod 0.4-13.

Now, the good news:

Thanks to Steve Bronder, getSymbols() can now import data from Tiingo! (#220)  This feature is part of quantmod 0.4-13, which is now on CRAN.  Windows and Mac binaries should be built in a day or two.

Tiingo is a web service that provides tools and data for financial analysis.  They provide daily price history for US stocks and ADRs, Chinese stocks, Mutual Funds, and ETFs.  There is up to 30+ years of history, including raw prices and split/dividend adjusted prices.

All this data is accessible for free, with reasonable symbol and bandwidth limits.  All you need to get started is a one-time registration for an API token.  You should see your API token just above the beginning of the metadata section, after logging in, of course.  Tiingo has a well-documented daily price data API that returns either JSON or CSV.

To get started, install the latest quantmod from CRAN.  Then you call:

  getSymbols("MSFT", src = "tiingo", api.key = "[your key]") 

Where you replace "[your key]" with the API key you receive after registration.  You can use setDefaults() to set your API key one time, and use it for all getSymbols.tiingo() calls.

  setDefaults("getSymbols.tiingo", api.key = "[your key]")

Other notable changes:
  • There is now a getQuote.alphavantage() that allows you to pull real-time quotes from Alpha Vantage.  Thanks to Ethan Smith! (#213, #223)
  • Speaking of Alpha Vantage, getSymbols.av() can now pull weekly and monthly adjusted prices. (#212)
  • The URL in getSymbols.oanda() and getFX() has been updated, so they work again. (#225)
  • getQuote.yahoo() no longer errors when a field has no data for all requested tickers. (#208)
  • saveChart() actually saves charts now (#154). Brilliant!