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(This article was first published on <strong><a href="http://msperlin.github.io/2017-05-15-R-Finance/"> R and Finance</a></strong>, and kindly contributed to <a rel="nofollow" href="https://www.r-bloggers.com/">R-bloggers)</a> </div>
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<p>I’m looking forward to attending R in Finance conference in Chicago, next friday (2017-05-09). The <a target="_blank" rel="nofollow" href="http://www.rinfinance.com/">program</a> looks great! I am really happy, and a bit surprised, to see so many presentations related to market microstructure in the conference.</p>
<p>I will talk about my package GetHFData in the first session. This is a package for downloading and aggregating trade data from Bovespa, the Brazilian exchange. More details are available in <a target="_blank" rel="nofollow" href="http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/download/64587/65702">RBFIN</a>.</p>
<p>My slides are ready and <a target="_blank" rel="nofollow" href="https://www.dropbox.com/s/6ici0cqowvd6fck/GetHFData-MSPERLIN-RFinance.pdf?dl=0">available</a>.</p>
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<div>To <strong>leave a comment</strong> for the author, please follow the link and comment on their blog: <strong><a href="http://msperlin.github.io/2017-05-15-R-Finance/"> R and Finance</a></strong>.</div>
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