This paper introduces GetHFData, a R package for downloading, importing and aggregating high frequency trading data from the Brazilian financial market. Based on a set of user choices, the package GetHFData will download the required files directly from Bovespa's ftp site and aggregate the...

This paper introduces the functionalities of RndTexExams, a R package designed to minimize visual cheating and facilitate the grading of printed exams. Built on top of R and Latex exam classes, the package makes it easy to create exams with randomized spatial content by automatically changing...

In the present paper, we investigate the accuracy of the tick test from an analytical perspective by providing a closed formula for the performance of the prediction algorithm. This formula takes as inputs the spread of the traded asset, the volatility of the innovations, and the probability of...