R

xts_0.12.1 on CRAN

R Package Releases

An updated version of xts reached CRAN on 2020-09-09. Time-of-day subsetting (e.g. x["T10:00/T13:00"]) is 200x faster! (This post includes some notes on some nifty changes in 0.12.0 too, since I didn’t post about 0.12.0 when it was released.)

TTR_0.24.2 on CRAN

R Package Releases

An updated version of TTR is on CRAN now. This is mainly a bug-fix release. There were several issues in the underlying C code that caused various issues. I’ll spare you the gory details. If you’re really interested, you can find them in the CHANGES file.

xts 0.11-1 on CRAN

R Package Releases

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!

R/Finance 2018 Registration

Articles, Events
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 informationon the conference website, or you can go directly to the Cvent registration page.

Goodbye Google, Hello Tiingo!

R Package Releases
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.

xts 0.10-2 on CRAN

R Package Releases
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. Thanks to Ken Williams and Samo Pahor for the reports (#42).