I just added some benefits for my sponsors who help me mtaintain quantmod, xts, TTR, and other R packages. You can find details on my GitHub sponsor page. #rstats #opensource.

The patched version of quantmod is on cran now!.

getSymbols.FRED() recently stopped working. There's a patch on GitHub. You can install it with:.remotes::install_github("joshuaulrich/quantmod@439-getsymbols-fred-fails"). #quantmod #rstats #rfinance.

Timeless

Oh, that branch doesn't work on Windows yet. Windows uses different ciphers by default and I need to figure out what to use for that OS.

You can install the patched version with. remotes::install_github("joshuaulrich/quantmod@438-getquote-yahoo-too-many-requests").

So. Yahoo Finance changed something that broke getQuote() again. I just pushed a fix to GitHub. I'd appreciate any testing from Windows and Mac users. #quantmod #rstats .

Over the past seventeen years, R/Finance has included presentations that used many different open source programming languages. This year, we’ve formally changed the name to reflect our commitment to the broader open source quantitative finance community.

The Call for Presentations is open for the Open Source Quantitative Finance Conference (formerly R/Finance)! Submit your proposal at: Please help spread the word, especially to potential speakers from under-represented groups! #rstats #rfinance #osqf.

Purposefully obfuscated OSS isn't something to celebrate. Here's the main() function:. int main(int n,char**_){ss=*++_;M[29]=m_(0,2*n0<<29,3,A?0x1042:0x4022,0,0);M_(0);W=0;IF(s,ls(s))ws(__DATE__"\n");cc[256];W(1)wc(B),c[_w(0,(U)c,256)-1]=0,*c?os(c):0;}. It doesn't get better.

limit down/up are the new bid/offer.

And that's a wrap for R/Finance 2024!. Slides are on the conference website:. #rfinance #rstats.

RT @dale_rosenthal: R/Finance 2024: I presented on liquid FX factors, how USD strength, carry, and gold-vs-British empire FX (GBP, CAD, AUD….

Committee member, @dale_rosenthal talks about liquid FX factors. Make sure to xheck out his paper on (non-FX) liquid factors!. #rfinance #rstats

RT @dale_rosenthal: R/Finance 2024: Ilya Kipnis⚡ lightning talk⚡ on bond ETF rotation strategy, uses nonparametric form of YC slope, tryin….

RT @dale_rosenthal: R/Finance 2024: Cam Raughtigan on how volatility targeting is related to trend for equities but not other asset classes….

Jason Foster shows how he uses his {roll} pkg and Principal Component Analysis to find implied shocks in time series. #rfinance #rstats.

Julia Ferreia discusses running regressions on time series sampled at different frequencies #rfinance #rstats

Jeff Ryan talks about a shared, collaborative, and open source symbology alternative: #rfinance #rstats.

RT @kyle_e_walker: If you are newer to #rstats, @timelyportfolio is one of the greats; he and @ramnath_vaidya laid the groundwork for basic….